-97.1%
HKPD vs VT
+36.3%
-133.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +1.8% |
| 7D | -11.9% | -0.7% | -11.2% | -9.4% |
| 30D | -23.8% | -1.7% | -22.1% | -20.7% |
| 3M | -80.2% | -2.3% | -77.9% | -79.0% |
| 6M | -86.1% | +1.5% | -87.6% | -85.9% |
| YTD | -90.1% | +12.0% | -102.2% | -91.3% |
| 1Y | -93.4% | +12.9% | -106.2% | -94.2% |
| All | -97.1% | +36.3% | -133.4% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling