+563.1%
HPE vs VCLT
+17.1%
+546.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.4% | +12.4% |
| 7D | +19.4% | -1.4% | +20.8% | +19.9% |
| 30D | +5.6% | -1.2% | +6.8% | +6.0% |
| 3M | +33.1% | -4.8% | +37.8% | +34.9% |
| 6M | +192.5% | -2.6% | +195.0% | +194.9% |
| YTD | +160.9% | -3.3% | +164.3% | +163.7% |
| 1Y | +155.0% | -4.8% | +159.8% | +158.6% |
| 3Y | +289.4% | +11.5% | +277.9% | +280.0% |
| 5Y | +395.7% | -17.0% | +412.6% | +403.0% |
| All | +563.1% | +17.1% | +546.0% | +584.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling