+370.3%
HPE vs VSH
+115.4%
+254.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.2% | +0.5% | -1.6% |
| 7D | +7.9% | +14.3% | -6.5% | +0.6% |
| 30D | -23.5% | -7.9% | -15.6% | -20.8% |
| 3M | -19.1% | -19.9% | +0.8% | -10.7% |
| 6M | +51.4% | -30.5% | +81.9% | +72.3% |
| YTD | +103.4% | +85.7% | +17.8% | +38.6% |
| 1Y | +114.4% | +98.9% | +15.5% | +40.7% |
| 3Y | +224.7% | +32.1% | +192.6% | +144.9% |
| 5Y | +277.8% | +39.7% | +238.1% | +168.8% |
| All | +370.3% | +115.4% | +254.9% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling