+155.0%
HPE vs VIG
+13.0%
+141.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.7% | +10.8% |
| 7D | +19.4% | -1.1% | +20.5% | +22.2% |
| 30D | +5.6% | -2.7% | +8.4% | +12.3% |
| 3M | +33.1% | +2.5% | +30.5% | +25.1% |
| 6M | +192.5% | +9.2% | +183.2% | +143.0% |
| YTD | +160.9% | +9.8% | +151.1% | +117.1% |
| 1Y | +155.0% | +12.4% | +142.6% | +102.1% |
| All | +155.0% | +13.0% | +141.9% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling