+571.9%
HPE vs VFC
-58.6%
+630.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.2% | -7.0% | -4.8% |
| 7D | +7.9% | +1.6% | +6.2% | +7.2% |
| 30D | -23.5% | +25.5% | -49.0% | -29.4% |
| 3M | -19.1% | +41.3% | -60.4% | -28.5% |
| 6M | +51.4% | +22.2% | +29.2% | +38.0% |
| YTD | +103.4% | +16.4% | +87.0% | +87.1% |
| 1Y | +114.4% | +38.4% | +76.0% | +84.9% |
| 3Y | +224.7% | +56.2% | +168.4% | +132.7% |
| 5Y | +277.8% | -68.2% | +345.9% | +435.3% |
| 10Y | +371.1% | -48.4% | +419.4% | +412.7% |
| All | +571.9% | -58.6% | +630.5% | +650.6% |
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 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