-94.5%
HPP vs VT
+217.6%
-312.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.1% |
| 7D | -9.2% | -0.1% | -9.1% | -8.0% |
| 30D | -25.1% | -3.1% | -22.1% | -21.0% |
| 3M | -34.3% | -3.5% | -30.8% | -30.2% |
| 6M | -18.2% | +0.5% | -18.6% | -17.8% |
| YTD | -17.3% | +10.8% | -28.0% | -27.5% |
| 1Y | -41.8% | +11.9% | -53.7% | -49.5% |
| 3Y | -75.3% | +73.0% | -148.2% | -87.5% |
| 5Y | -94.3% | +58.6% | -153.0% | -96.8% |
| 10Y | -94.5% | +219.2% | -313.7% | -98.4% |
| All | -94.5% | +217.6% | -312.2% | -98.4% |
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