-94.8%
HPP vs VT
+224.4%
-319.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -5.1% |
| 7D | -18.2% | -0.7% | -17.5% | -16.6% |
| 30D | -29.1% | -1.7% | -27.3% | -26.5% |
| 3M | -35.3% | -2.3% | -33.0% | -32.4% |
| 6M | -23.7% | +1.5% | -25.3% | -24.5% |
| YTD | -20.2% | +12.0% | -32.3% | -31.3% |
| 1Y | -42.9% | +12.9% | -55.7% | -51.0% |
| 3Y | -76.2% | +74.9% | -151.1% | -88.1% |
| 5Y | -94.6% | +59.9% | -154.5% | -96.9% |
| 10Y | -94.8% | +224.6% | -319.4% | -98.5% |
| All | -94.8% | +224.4% | -319.1% | -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