+116.4%
HPE vs VMC
+3.7%
+112.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.6% | -10.3% | -5.6% |
| 7D | -17.0% | +12.3% | -29.3% | -17.3% |
| 30D | -26.7% | +21.2% | -48.0% | -27.6% |
| 3M | -4.1% | +4.6% | -8.8% | -3.0% |
| 6M | +75.4% | +3.9% | +71.6% | +76.0% |
| YTD | +111.0% | +5.0% | +106.1% | +109.2% |
| 1Y | +116.4% | +2.6% | +113.8% | +115.4% |
| All | +116.4% | +3.7% | +112.7% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling