-7.8%
HPS vs VT
+53.4%
-61.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | 0.0% | -2.3% | +2.3% | +1.2% |
| 30D | +1.6% | -5.0% | +6.6% | +4.3% |
| 3M | -15.2% | -4.9% | -10.3% | -13.0% |
| 6M | -16.9% | -1.5% | -15.4% | -16.4% |
| YTD | -11.7% | +8.5% | -20.1% | -15.7% |
| 1Y | -16.2% | +11.4% | -27.5% | -21.2% |
| 3Y | +17.0% | +70.1% | -53.1% | -13.6% |
| All | -7.8% | +53.4% | -61.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling