+362.8%
HPE vs VO
+42.2%
+320.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +6.1% |
| 7D | +13.6% | -0.6% | +14.2% | +14.4% |
| 30D | +7.7% | -1.9% | +9.6% | +10.4% |
| 3M | +22.4% | +3.3% | +19.1% | +18.2% |
| 6M | +172.6% | +9.7% | +162.9% | +146.7% |
| YTD | +147.5% | +12.6% | +134.9% | +118.2% |
| 1Y | +151.8% | +13.6% | +138.1% | +120.5% |
| 3Y | +267.1% | +56.8% | +210.2% | +136.1% |
| 5Y | +362.8% | +42.3% | +320.5% | +213.9% |
| All | +362.8% | +42.2% | +320.5% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling