-6.5%
HP vs VT
+224.4%
-230.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +0.9% |
| 7D | +1.4% | -0.7% | +2.1% | +2.3% |
| 30D | -5.4% | -1.7% | -3.7% | -3.3% |
| 3M | -13.5% | -2.3% | -11.2% | -11.2% |
| 6M | -4.1% | +1.5% | -5.6% | -8.2% |
| YTD | +30.2% | +12.0% | +18.2% | +5.3% |
| 1Y | +35.5% | +12.9% | +22.6% | +8.3% |
| 3Y | +8.8% | +74.9% | -66.2% | -56.1% |
| 5Y | +31.3% | +59.9% | -28.7% | -38.6% |
| 10Y | -6.5% | +224.6% | -231.1% | -83.2% |
| All | -6.5% | +224.4% | -230.8% | -83.2% |
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