+677.7%
HPE vs VSH
+259.2%
+418.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.8% | +8.3% |
| 7D | +10.1% | +6.2% | +3.9% | +6.7% |
| 30D | +5.3% | -11.1% | +16.4% | +10.7% |
| 3M | +12.7% | -44.9% | +57.6% | +44.6% |
| 6M | +167.7% | +90.0% | +77.7% | +83.3% |
| YTD | +135.5% | +118.8% | +16.7% | +47.8% |
| 1Y | +143.4% | +109.0% | +34.4% | +54.6% |
| 3Y | +249.2% | +35.6% | +213.5% | +161.2% |
| 5Y | +343.8% | +66.7% | +277.1% | +188.6% |
| 10Y | +495.9% | +167.9% | +327.9% | +167.7% |
| All | +677.7% | +259.2% | +418.5% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling