+281.4%
HPS vs VT
+374.2%
-92.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.4% | +0.4% | -2.8% | -2.7% |
| 30D | -4.0% | +1.0% | -5.0% | -4.7% |
| 3M | -4.4% | +2.4% | -6.7% | -6.3% |
| 6M | -3.4% | +12.0% | -15.4% | -11.7% |
| YTD | +0.4% | +15.3% | -15.0% | -10.4% |
| 1Y | +0.2% | +22.6% | -22.4% | -14.7% |
| 3Y | +26.7% | +74.7% | -47.9% | -18.6% |
| 5Y | +8.7% | +66.1% | -57.5% | -28.6% |
| 10Y | +54.0% | +225.0% | -171.0% | -40.4% |
| All | +281.4% | +374.2% | -92.8% | +2.6% |
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