+677.7%
HPE vs VICR
+1,800.9%
-1,123.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.5% | +5.2% | +7.2% |
| 7D | +10.1% | +9.8% | +0.3% | +8.0% |
| 30D | +5.3% | -12.6% | +17.9% | +7.8% |
| 3M | +12.7% | -29.7% | +42.4% | +19.2% |
| 6M | +167.7% | +18.8% | +148.8% | +148.2% |
| YTD | +135.5% | +76.4% | +59.1% | +98.5% |
| 1Y | +143.4% | +282.4% | -139.0% | +71.6% |
| 3Y | +249.2% | +206.2% | +43.0% | +140.9% |
| 5Y | +343.8% | +53.9% | +289.9% | +221.9% |
| 10Y | +495.9% | +1,572.3% | -1,076.5% | +101.5% |
| All | +677.7% | +1,800.9% | -1,123.2% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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