+370.3%
HPE vs VMC
+125.2%
+245.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -3.5% |
| 7D | +7.9% | -1.3% | +9.1% | +8.5% |
| 30D | -23.5% | +15.5% | -38.9% | -28.7% |
| 3M | -19.1% | +0.6% | -19.7% | -20.0% |
| 6M | +51.4% | +2.1% | +49.3% | +47.1% |
| YTD | +103.4% | -1.6% | +105.0% | +99.5% |
| 1Y | +114.4% | -1.2% | +115.6% | +109.7% |
| 3Y | +224.7% | +35.3% | +189.3% | +173.6% |
| 5Y | +277.8% | +43.6% | +234.2% | +205.2% |
| All | +370.3% | +125.2% | +245.1% | +191.7% |
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