+194.0%
HSBC vs VT
+345.0%
-151.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +2.5% |
| 7D | +1.7% | -4.2% | +5.9% | +5.9% |
| 30D | -9.8% | -5.8% | -4.0% | -4.4% |
| 3M | -13.8% | -5.2% | -8.6% | -9.2% |
| 6M | +1.8% | +0.1% | +1.7% | +1.7% |
| YTD | +16.3% | +8.2% | +8.1% | +8.3% |
| 1Y | +29.9% | +10.1% | +19.8% | +18.9% |
| 3Y | +188.2% | +69.7% | +118.5% | +73.3% |
| 5Y | +305.9% | +53.4% | +252.5% | +166.7% |
| 10Y | +309.2% | +219.2% | +90.0% | +25.5% |
| All | +194.0% | +345.0% | -151.0% | -39.4% |
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