+621.7%
HPE vs VCIT
+38.3%
+583.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -0.6% | -0.3% | -0.2% | -0.4% |
| 30D | -2.3% | -0.8% | -1.5% | -2.0% |
| 3M | -2.9% | -1.0% | -1.9% | -2.4% |
| 6M | +143.6% | -1.8% | +145.4% | +145.6% |
| YTD | +118.5% | -0.7% | +119.2% | +119.3% |
| 1Y | +129.2% | +1.0% | +128.2% | +128.5% |
| 3Y | +212.5% | +18.8% | +193.7% | +193.9% |
| 5Y | +286.9% | +3.5% | +283.4% | +267.1% |
| 10Y | +432.3% | +29.2% | +403.1% | +464.1% |
| All | +621.7% | +38.3% | +583.4% | +668.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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