-95.4%
HKPD vs VT
+39.6%
-135.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.4% |
| 7D | -29.1% | +1.0% | -30.1% | -30.2% |
| 30D | -69.3% | -0.2% | -69.1% | -69.0% |
| 3M | -73.6% | +4.5% | -78.2% | -74.8% |
| 6M | -80.2% | +14.1% | -94.2% | -83.1% |
| YTD | -84.3% | +14.8% | -99.1% | -86.9% |
| 1Y | -89.4% | +21.2% | -110.6% | -91.9% |
| All | -95.4% | +39.6% | -135.0% | -97.0% |
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