-26.1%
HPK vs VT
+148.6%
-174.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -21.0% | -0.1% | -20.8% | -21.0% |
| 30D | -28.6% | -3.1% | -25.5% | -27.6% |
| 3M | -13.9% | -3.5% | -10.4% | -12.6% |
| 6M | +17.2% | +0.5% | +16.7% | +16.0% |
| YTD | +43.9% | +10.8% | +33.1% | +33.8% |
| 1Y | +18.9% | +11.9% | +7.0% | +9.9% |
| 3Y | -55.2% | +73.0% | -128.2% | -66.6% |
| 5Y | -48.7% | +58.6% | -107.3% | -62.1% |
| All | -26.1% | +148.6% | -174.7% | -44.9% |
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