+571.9%
HPE vs VO
+218.0%
+354.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +7.9% | +3.1% | +4.8% | +4.1% |
| 30D | -23.5% | +2.2% | -25.7% | -25.2% |
| 3M | -19.1% | -2.5% | -16.6% | -15.9% |
| 6M | +51.4% | +7.0% | +44.4% | +42.1% |
| YTD | +103.4% | +14.0% | +89.4% | +78.1% |
| 1Y | +114.4% | +15.6% | +98.7% | +84.8% |
| 3Y | +224.7% | +66.2% | +158.5% | +90.8% |
| 5Y | +277.8% | +36.6% | +241.1% | +175.2% |
| 10Y | +371.1% | +199.0% | +172.1% | +29.8% |
| All | +571.9% | +218.0% | +354.0% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling