+621.7%
HPE vs VFC
-73.3%
+695.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.8% | -5.3% |
| 7D | -0.6% | -1.6% | +1.0% | -0.1% |
| 30D | -2.3% | -11.6% | +9.3% | +1.7% |
| 3M | -2.9% | -18.1% | +15.2% | +2.3% |
| 6M | +143.6% | -27.4% | +170.9% | +165.1% |
| YTD | +118.5% | -24.8% | +143.3% | +134.4% |
| 1Y | +129.2% | -8.2% | +137.4% | +126.0% |
| 3Y | +212.5% | -29.1% | +241.6% | +196.2% |
| 5Y | +286.9% | -79.2% | +366.1% | +532.6% |
| 10Y | +432.3% | -68.1% | +500.4% | +588.8% |
| All | +621.7% | -73.3% | +695.0% | +840.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling