+205.4%
HPE vs VLTO
+56.4%
+149.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.4% | -3.8% |
| 7D | +7.9% | +1.0% | +6.9% | +7.7% |
| 30D | -23.5% | +17.5% | -41.0% | -25.8% |
| 3M | -19.1% | +21.4% | -40.5% | -22.2% |
| 6M | +51.4% | +38.1% | +13.3% | +38.1% |
| YTD | +103.4% | +19.0% | +84.4% | +97.4% |
| 1Y | +114.4% | +20.7% | +93.7% | +105.9% |
| 3Y | +224.7% | +64.3% | +160.4% | +172.5% |
| All | +205.4% | +56.4% | +149.0% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling