+303.4%
HSBC vs VT
+223.7%
+79.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +1.4% |
| 7D | +5.6% | +0.4% | +5.2% | +5.3% |
| 30D | -2.4% | -2.6% | +0.2% | -0.2% |
| 3M | -12.1% | -3.2% | -8.9% | -9.6% |
| 6M | +1.7% | +0.9% | +0.7% | +0.9% |
| YTD | +19.8% | +11.3% | +8.5% | +9.9% |
| 1Y | +32.3% | +14.0% | +18.3% | +19.0% |
| 3Y | +196.7% | +75.8% | +120.8% | +86.5% |
| 5Y | +322.4% | +57.8% | +264.5% | +188.4% |
| 10Y | +303.4% | +219.8% | +83.6% | +41.9% |
| All | +303.4% | +223.7% | +79.7% | +41.9% |
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 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