+340.2%
HPE vs VFC
-78.2%
+418.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.9% | +9.6% | +8.2% |
| 7D | +10.1% | +0.8% | +9.3% | +9.8% |
| 30D | +5.3% | -11.9% | +17.2% | +8.5% |
| 3M | +12.7% | -20.2% | +32.8% | +17.9% |
| 6M | +167.7% | -23.0% | +190.6% | +181.2% |
| YTD | +135.5% | -26.2% | +161.7% | +149.8% |
| 1Y | +143.4% | -13.3% | +156.7% | +145.2% |
| 3Y | +249.2% | -25.5% | +274.6% | +240.1% |
| All | +340.2% | -78.2% | +418.4% | +581.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling