+231.1%
HPS vs VT
+345.0%
-113.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | 0.0% |
| 7D | -2.3% | -4.2% | +1.9% | +0.9% |
| 30D | -0.9% | -5.8% | +4.9% | +3.5% |
| 3M | -16.7% | -5.2% | -11.4% | -13.3% |
| 6M | -17.6% | +0.1% | -17.7% | -18.0% |
| YTD | -12.9% | +8.2% | -21.1% | -18.5% |
| 1Y | -17.4% | +10.1% | -27.5% | -23.7% |
| 3Y | +14.7% | +69.7% | -55.0% | -24.9% |
| 5Y | -8.7% | +53.4% | -62.1% | -36.2% |
| 10Y | +50.5% | +219.2% | -168.7% | -41.0% |
| All | +231.1% | +345.0% | -113.9% | -6.7% |
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 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