+155.0%
HPE vs VCLT
-4.4%
+159.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.4% | +12.4% |
| 7D | +19.4% | -1.4% | +20.8% | +21.1% |
| 30D | +5.6% | -1.2% | +6.8% | +7.0% |
| 3M | +33.1% | -4.8% | +37.8% | +39.4% |
| 6M | +192.5% | -2.6% | +195.0% | +200.8% |
| YTD | +160.9% | -3.3% | +164.3% | +169.3% |
| 1Y | +155.0% | -4.8% | +159.8% | +164.1% |
| All | +155.0% | -4.4% | +159.3% | +164.1% |
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