-83.2%
HPP vs VT
+466.7%
-549.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.0% | +0.4% | -4.5% | -4.5% |
| 30D | -15.8% | +1.0% | -16.7% | -16.6% |
| 3M | -9.6% | +2.4% | -12.0% | -12.2% |
| 6M | +65.5% | +12.0% | +53.5% | +44.9% |
| YTD | +16.4% | +15.3% | +1.1% | -1.3% |
| 1Y | -37.0% | +22.6% | -59.6% | -49.8% |
| 3Y | -73.9% | +74.7% | -148.5% | -85.3% |
| 5Y | -92.2% | +66.1% | -158.4% | -95.3% |
| 10Y | -92.6% | +225.0% | -317.6% | -97.5% |
| All | -83.2% | +466.7% | -549.9% | -96.1% |
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