+116.4%
HPE vs VST
-35.7%
+152.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -13.8% | +8.2% | -0.9% |
| 7D | -17.0% | -15.7% | -1.3% | -12.1% |
| 30D | -26.7% | -17.0% | -9.7% | -21.9% |
| 3M | -4.1% | -15.9% | +11.7% | +2.1% |
| 6M | +75.4% | -25.0% | +100.4% | +90.0% |
| YTD | +111.0% | -25.1% | +136.1% | +129.0% |
| 1Y | +116.4% | -34.9% | +151.3% | +141.7% |
| All | +116.4% | -35.7% | +152.1% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling