+224.7%
HPE vs VST
+295.7%
-71.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.4% |
| 7D | +7.9% | +6.6% | +1.3% | +5.9% |
| 30D | -23.5% | -12.4% | -11.1% | -20.6% |
| 3M | -19.1% | -9.0% | -10.1% | -16.9% |
| 6M | +51.4% | -6.4% | +57.8% | +54.3% |
| YTD | +103.4% | -17.2% | +120.6% | +110.9% |
| 1Y | +114.4% | -22.0% | +136.4% | +125.0% |
| 3Y | +224.7% | +296.7% | -72.0% | +145.0% |
| All | +224.7% | +295.7% | -71.1% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling