+224.7%
HPE vs VMC
+35.0%
+189.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -3.5% |
| 7D | +7.9% | -1.3% | +9.1% | +8.4% |
| 30D | -23.5% | +15.5% | -38.9% | -28.5% |
| 3M | -19.1% | +0.6% | -19.7% | -19.5% |
| 6M | +51.4% | +2.1% | +49.3% | +46.9% |
| YTD | +103.4% | -1.6% | +105.0% | +98.3% |
| 1Y | +114.4% | -1.2% | +115.6% | +108.1% |
| 3Y | +224.7% | +35.3% | +189.3% | +154.8% |
| All | +224.7% | +35.0% | +189.7% | +154.8% |
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 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