+362.8%
HPE vs VMC
+48.3%
+314.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.4% | +6.8% |
| 7D | +13.6% | -5.3% | +19.0% | +16.5% |
| 30D | +7.7% | -12.3% | +20.0% | +14.6% |
| 3M | +22.4% | -10.3% | +32.6% | +27.3% |
| 6M | +172.6% | -8.6% | +181.2% | +178.9% |
| YTD | +147.5% | -11.9% | +159.4% | +156.6% |
| 1Y | +151.8% | -13.9% | +165.7% | +164.2% |
| 3Y | +267.1% | +18.2% | +248.9% | +218.3% |
| 5Y | +362.8% | +47.7% | +315.0% | +248.9% |
| All | +362.8% | +48.3% | +314.5% | +248.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling