+113.9%
HPE vs VG
-44.1%
+158.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.8% |
| 7D | +13.6% | +15.1% | -1.5% | +11.6% |
| 30D | -27.1% | -4.2% | -22.9% | -26.7% |
| 3M | -14.5% | -3.1% | -11.4% | -14.2% |
| 6M | +66.9% | +0.3% | +66.6% | +65.5% |
| YTD | +111.3% | +95.5% | +15.8% | +83.1% |
| 1Y | +117.5% | +64.4% | +53.0% | +93.6% |
| All | +113.9% | -44.1% | +158.0% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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