+340.5%
HPE vs VST
+1,112.0%
-771.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.6% | -9.2% | -2.1% |
| 7D | -18.7% | -9.8% | -8.9% | -16.1% |
| 30D | -37.9% | -25.1% | -12.8% | -31.9% |
| 3M | -14.4% | -11.6% | -2.8% | -11.0% |
| 6M | +48.2% | -20.9% | +69.1% | +59.0% |
| YTD | +88.6% | -22.3% | +110.9% | +100.2% |
| 1Y | +94.8% | -32.0% | +126.8% | +114.7% |
| 3Y | +202.7% | +262.4% | -59.7% | +68.4% |
| 5Y | +231.6% | +563.4% | -331.7% | +43.3% |
| All | +340.5% | +1,112.0% | -771.5% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling