+372.4%
HPE vs VST
+1,174.0%
-801.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +1.5% |
| 7D | -9.7% | -6.0% | -3.7% | -8.1% |
| 30D | -34.8% | -18.8% | -16.0% | -30.3% |
| 3M | -12.1% | -8.0% | -4.1% | -9.8% |
| 6M | +53.7% | -10.9% | +64.6% | +59.0% |
| YTD | +101.9% | -18.3% | +120.3% | +110.9% |
| 1Y | +104.3% | -29.9% | +134.3% | +123.1% |
| 3Y | +223.1% | +290.3% | -67.2% | +75.2% |
| 5Y | +249.2% | +635.3% | -386.1% | +45.4% |
| 10Y | +372.4% | +1,162.4% | -789.9% | +76.6% |
| All | +372.4% | +1,174.0% | -801.6% | +76.6% |
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