+286.4%
HPF vs VT
+374.2%
-87.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.3% | +0.4% | -2.7% | -2.6% |
| 30D | -3.2% | +1.0% | -4.2% | -4.0% |
| 3M | -1.9% | +2.4% | -4.3% | -4.0% |
| 6M | -1.2% | +12.0% | -13.2% | -9.9% |
| YTD | +1.2% | +15.3% | -14.2% | -10.0% |
| 1Y | +3.1% | +22.6% | -19.5% | -12.7% |
| 3Y | +33.0% | +74.7% | -41.6% | -15.8% |
| 5Y | +6.3% | +66.1% | -59.9% | -31.1% |
| 10Y | +53.0% | +225.0% | -172.0% | -42.7% |
| All | +286.4% | +374.2% | -87.8% | -1.6% |
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