-88.3%
HPP vs VT
+431.8%
-520.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -4.1% | -13.0% | -12.5% |
| 7D | -21.0% | -4.2% | -16.8% | -16.4% |
| 30D | -24.4% | -5.8% | -18.6% | -18.4% |
| 3M | -41.5% | -5.2% | -36.2% | -37.2% |
| 6M | -10.3% | +0.1% | -10.5% | -9.8% |
| YTD | -19.1% | +8.2% | -27.3% | -25.6% |
| 1Y | -48.1% | +10.1% | -58.2% | -53.0% |
| 3Y | -76.7% | +69.7% | -146.3% | -86.3% |
| 5Y | -94.5% | +53.4% | -147.9% | -96.3% |
| 10Y | -94.6% | +219.2% | -313.8% | -98.1% |
| All | -88.3% | +431.8% | -520.2% | -97.1% |
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