+59.1%
HPS vs VT
+217.6%
-158.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +2.7% | -3.1% | +5.7% | +5.0% |
| 3M | -13.9% | -3.5% | -10.4% | -11.7% |
| 6M | -15.7% | +0.5% | -16.1% | -16.3% |
| YTD | -10.0% | +10.8% | -20.8% | -17.3% |
| 1Y | -15.2% | +11.9% | -27.1% | -22.7% |
| 3Y | +23.7% | +73.0% | -49.3% | -21.2% |
| 5Y | -5.9% | +58.6% | -64.5% | -36.0% |
| 10Y | +59.1% | +219.2% | -160.1% | -42.7% |
| All | +59.1% | +217.6% | -158.5% | -42.7% |
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