+257.6%
HSBC vs VT
+374.2%
-116.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.5% | +0.4% | +3.0% | +3.0% |
| 30D | +4.8% | +1.0% | +3.8% | +3.8% |
| 3M | +16.2% | +2.4% | +13.8% | +13.6% |
| 6M | +27.6% | +12.0% | +15.6% | +14.7% |
| YTD | +41.4% | +15.3% | +26.1% | +23.8% |
| 1Y | +72.2% | +22.6% | +49.6% | +42.1% |
| 3Y | +249.5% | +74.7% | +174.8% | +104.3% |
| 5Y | +444.0% | +66.1% | +377.8% | +230.9% |
| 10Y | +383.1% | +225.0% | +158.1% | +46.0% |
| All | +257.6% | +374.2% | -116.6% | -30.6% |
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