+571.9%
HPE vs VIG
+302.6%
+269.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +7.9% | +3.5% | +4.4% | +3.2% |
| 30D | -23.5% | +4.9% | -28.4% | -28.2% |
| 3M | -19.1% | +2.5% | -21.6% | -21.6% |
| 6M | +51.4% | +11.0% | +40.4% | +32.6% |
| YTD | +103.4% | +16.0% | +87.5% | +69.0% |
| 1Y | +114.4% | +17.5% | +96.8% | +75.1% |
| 3Y | +224.7% | +67.0% | +157.7% | +73.1% |
| 5Y | +277.8% | +64.8% | +213.0% | +106.3% |
| 10Y | +371.1% | +263.6% | +107.5% | -14.5% |
| All | +571.9% | +302.6% | +269.4% | +2.1% |
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 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