+621.7%
HPE vs VSAT
+13.9%
+607.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.0% | -9.5% | -5.4% |
| 7D | -0.6% | +11.8% | -12.4% | -2.7% |
| 30D | -2.3% | -7.0% | +4.8% | -1.1% |
| 3M | -2.9% | +3.3% | -6.1% | -4.9% |
| 6M | +143.6% | +57.4% | +86.1% | +117.2% |
| YTD | +118.5% | +118.6% | -0.1% | +81.3% |
| 1Y | +129.2% | +150.2% | -21.0% | +83.2% |
| 3Y | +212.5% | +160.7% | +51.8% | +118.8% |
| 5Y | +286.9% | +51.2% | +235.7% | +185.0% |
| 10Y | +432.3% | -0.7% | +433.0% | +302.2% |
| All | +621.7% | +13.9% | +607.8% | +419.7% |
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