+55.1%
HPF vs VT
+222.7%
-167.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.6% |
| 7D | -0.5% | +2.9% | -3.4% | -2.6% |
| 30D | -2.1% | -2.5% | +0.4% | -0.4% |
| 3M | -17.7% | -3.3% | -14.3% | -15.7% |
| 6M | -16.9% | +1.5% | -18.5% | -18.2% |
| YTD | -13.7% | +11.4% | -25.1% | -20.9% |
| 1Y | -15.7% | +11.9% | -27.6% | -23.1% |
| 3Y | +16.1% | +73.9% | -57.8% | -26.1% |
| 5Y | -8.7% | +57.9% | -66.6% | -37.5% |
| All | +55.1% | +222.7% | -167.6% | -41.3% |
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