+677.7%
HPE vs VIG
+282.3%
+395.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.5% | +8.8% |
| 7D | +10.1% | -0.4% | +10.5% | +10.7% |
| 30D | +5.3% | -2.1% | +7.4% | +8.3% |
| 3M | +12.7% | +3.3% | +9.3% | +7.8% |
| 6M | +167.7% | +9.3% | +158.4% | +139.3% |
| YTD | +135.5% | +10.1% | +125.3% | +109.1% |
| 1Y | +143.4% | +14.7% | +128.7% | +105.7% |
| 3Y | +249.2% | +56.9% | +192.2% | +101.9% |
| 5Y | +343.8% | +62.9% | +280.9% | +145.8% |
| 10Y | +495.9% | +241.3% | +254.5% | +18.0% |
| All | +677.7% | +282.3% | +395.3% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling