+563.1%
HPE vs VFC
-69.1%
+632.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.4% | +8.1% | +11.0% |
| 7D | +19.4% | -1.4% | +20.8% | +20.0% |
| 30D | +5.6% | -9.0% | +14.6% | +8.8% |
| 3M | +33.1% | -24.2% | +57.2% | +43.8% |
| 6M | +192.5% | -18.5% | +211.0% | +206.1% |
| YTD | +160.9% | -25.9% | +186.8% | +181.1% |
| 1Y | +155.0% | -13.0% | +167.9% | +156.4% |
| 3Y | +289.4% | -20.3% | +309.7% | +250.9% |
| 5Y | +395.7% | -78.1% | +473.7% | +692.4% |
| All | +563.1% | -69.1% | +632.2% | +809.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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