+370.2%
HPE vs VIG
+62.2%
+308.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.7% | +5.9% |
| 7D | +13.6% | -1.2% | +14.8% | +15.5% |
| 30D | +7.7% | -2.8% | +10.5% | +12.2% |
| 3M | +22.4% | +2.5% | +19.9% | +18.1% |
| 6M | +172.6% | +8.1% | +164.5% | +145.3% |
| YTD | +147.5% | +9.6% | +138.0% | +119.6% |
| 1Y | +151.8% | +14.2% | +137.6% | +111.9% |
| 3Y | +267.1% | +56.1% | +210.9% | +112.0% |
| All | +370.2% | +62.2% | +308.0% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling