+251.4%
HPE vs VMC
+21.4%
+230.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.6% | +9.4% | +8.5% |
| 7D | +10.1% | -0.5% | +10.7% | +10.3% |
| 30D | +5.3% | -9.1% | +14.4% | +9.9% |
| 3M | +12.7% | -4.1% | +16.8% | +12.7% |
| 6M | +167.7% | -5.5% | +173.2% | +168.4% |
| YTD | +135.5% | -8.9% | +144.4% | +138.7% |
| 1Y | +143.4% | -12.9% | +156.3% | +153.5% |
| All | +251.4% | +21.4% | +230.0% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling