+489.7%
HPE vs VMC
+154.4%
+335.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.5% | -6.4% |
| 7D | +1.4% | -3.7% | +5.1% | +2.9% |
| 30D | +1.5% | -12.8% | +14.3% | +7.5% |
| 3M | +21.7% | -7.9% | +29.7% | +24.7% |
| 6M | +164.2% | -7.5% | +171.7% | +169.0% |
| YTD | +132.1% | -11.6% | +143.7% | +140.3% |
| 1Y | +130.6% | -14.3% | +144.9% | +142.0% |
| 3Y | +244.1% | +18.5% | +225.6% | +210.3% |
| 5Y | +340.8% | +46.8% | +294.1% | +257.4% |
| All | +489.7% | +154.4% | +335.3% | +283.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling