+365.4%
HPE vs VST
+1,219.3%
-854.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.3% | -1.1% | +3.8% |
| 7D | -7.1% | -0.5% | -6.6% | -7.1% |
| 30D | -35.3% | -17.1% | -18.2% | -31.3% |
| 3M | -10.4% | -4.6% | -5.9% | -9.1% |
| 6M | +52.5% | -9.1% | +61.5% | +56.6% |
| YTD | +100.3% | -16.6% | +116.9% | +107.8% |
| 1Y | +106.4% | -29.5% | +135.9% | +124.8% |
| 3Y | +227.4% | +297.5% | -70.1% | +76.6% |
| 5Y | +250.6% | +654.5% | -404.0% | +44.8% |
| 10Y | +365.4% | +1,205.2% | -839.9% | +73.2% |
| All | +365.4% | +1,219.3% | -854.0% | +73.2% |
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