+269.4%
HPE vs VO
+56.0%
+213.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +6.5% |
| 7D | +13.6% | -0.6% | +14.2% | +14.6% |
| 30D | +7.7% | -1.9% | +9.6% | +11.3% |
| 3M | +22.4% | +3.3% | +19.1% | +16.7% |
| 6M | +172.6% | +9.7% | +162.9% | +138.5% |
| YTD | +147.5% | +12.6% | +134.9% | +109.0% |
| 1Y | +151.8% | +13.6% | +138.1% | +110.5% |
| All | +269.4% | +56.0% | +213.3% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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