+761.8%
HPE vs VNQ
+82.3%
+679.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.7% | +11.9% |
| 7D | +19.4% | -1.3% | +20.7% | +20.6% |
| 30D | +5.6% | -2.6% | +8.2% | +7.7% |
| 3M | +33.1% | -2.0% | +35.1% | +34.3% |
| 6M | +192.5% | +4.3% | +188.1% | +180.2% |
| YTD | +160.9% | +9.2% | +151.7% | +141.6% |
| 1Y | +155.0% | +5.6% | +149.4% | +141.9% |
| 3Y | +289.4% | +30.8% | +258.6% | +211.0% |
| 5Y | +395.7% | +8.0% | +387.7% | +353.0% |
| 10Y | +574.8% | +63.7% | +511.1% | +337.9% |
| All | +761.8% | +82.3% | +679.5% | +378.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 all: compounded portfolio wealth divided by compounded VNQ 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…
all analysis · Full analysis span regression · 6 months rolling