+563.1%
HPE vs VGT
+820.0%
-256.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.2% | +11.2% | +11.4% |
| 7D | +19.4% | -0.2% | +19.6% | +19.7% |
| 30D | +5.6% | -0.4% | +6.0% | +6.2% |
| 3M | +33.1% | +4.4% | +28.6% | +28.8% |
| 6M | +192.5% | +32.1% | +160.4% | +136.0% |
| YTD | +160.9% | +28.8% | +132.1% | +114.9% |
| 1Y | +155.0% | +35.3% | +119.6% | +102.2% |
| 3Y | +289.4% | +124.8% | +164.6% | +109.6% |
| 5Y | +395.7% | +137.9% | +257.7% | +148.6% |
| All | +563.1% | +820.0% | -256.9% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling