+269.4%
HPE vs VFC
-27.2%
+296.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.6% |
| 7D | +13.6% | -2.3% | +16.0% | +14.1% |
| 30D | +7.7% | -13.4% | +21.1% | +11.0% |
| 3M | +22.4% | -23.7% | +46.1% | +28.7% |
| 6M | +172.6% | -24.5% | +197.1% | +185.8% |
| YTD | +147.5% | -27.8% | +175.4% | +162.0% |
| 1Y | +151.8% | -13.5% | +165.2% | +153.7% |
| All | +269.4% | -27.2% | +296.6% | +262.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling