+200.6%
HPE vs VLTO
+56.1%
+144.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.1% |
| 7D | -7.1% | +2.0% | -9.2% | -7.4% |
| 30D | -35.3% | +21.8% | -57.1% | -37.8% |
| 3M | -10.4% | +20.2% | -30.7% | -13.7% |
| 6M | +52.5% | +36.3% | +16.1% | +39.8% |
| YTD | +100.3% | +18.8% | +81.4% | +94.4% |
| 1Y | +106.4% | +20.4% | +86.0% | +98.3% |
| 3Y | +227.4% | +71.9% | +155.5% | +171.6% |
| All | +200.6% | +56.1% | +144.5% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling