-94.7%
HPP vs VT
+221.8%
-316.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.1% |
| 7D | +4.4% | +2.4% | +2.0% | +1.3% |
| 30D | -18.7% | -1.5% | -17.2% | -16.2% |
| 3M | -38.9% | -4.1% | -34.8% | -34.6% |
| 6M | -23.6% | +0.6% | -24.2% | -23.4% |
| YTD | -18.2% | +11.0% | -29.2% | -28.7% |
| 1Y | -38.3% | +13.3% | -51.6% | -47.5% |
| 3Y | -74.1% | +73.4% | -147.5% | -86.9% |
| 5Y | -94.5% | +57.4% | -151.9% | -96.8% |
| All | -94.7% | +221.8% | -316.5% | -98.5% |
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