+116.4%
HPE vs VCLT
-3.2%
+119.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.0% | -6.7% | -6.4% |
| 7D | -17.0% | +0.4% | -17.4% | -17.2% |
| 30D | -26.7% | +3.9% | -30.7% | -29.4% |
| 3M | -4.1% | -1.9% | -2.2% | -0.8% |
| 6M | +75.4% | -2.6% | +78.1% | +83.6% |
| YTD | +111.0% | -3.1% | +114.1% | +120.6% |
| 1Y | +116.4% | -3.6% | +120.0% | +126.4% |
| All | +116.4% | -3.2% | +119.7% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling