+571.9%
HPE vs VSAT
+2.4%
+569.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -2.8% |
| 7D | +7.9% | +5.9% | +2.0% | +6.5% |
| 30D | -23.5% | +9.7% | -33.2% | -24.9% |
| 3M | -19.1% | -18.3% | -0.8% | -16.2% |
| 6M | +51.4% | -4.1% | +55.5% | +49.0% |
| YTD | +103.4% | +96.5% | +6.9% | +71.9% |
| 1Y | +114.4% | +89.3% | +25.1% | +81.6% |
| 3Y | +224.7% | +270.1% | -45.4% | +106.5% |
| 5Y | +277.8% | +26.4% | +251.4% | +195.5% |
| 10Y | +371.1% | -16.5% | +387.6% | +271.7% |
| All | +571.9% | +2.4% | +569.5% | +392.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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