-9.8%
HP vs VT
+345.0%
-354.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | +1.9% |
| 7D | -16.6% | -4.2% | -12.4% | -11.6% |
| 30D | -12.4% | -5.8% | -6.6% | -4.9% |
| 3M | +4.8% | -5.2% | +10.0% | +12.4% |
| 6M | -15.5% | +0.1% | -15.6% | -17.3% |
| YTD | +23.3% | +8.2% | +15.1% | +6.1% |
| 1Y | +35.4% | +10.1% | +25.3% | +13.6% |
| 3Y | -5.6% | +69.7% | -75.3% | -57.6% |
| 5Y | +22.8% | +53.4% | -30.5% | -36.1% |
| 10Y | -10.8% | +219.2% | -230.0% | -82.0% |
| All | -9.8% | +345.0% | -354.8% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling