+215.5%
HPE vs VST
+372.0%
-156.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -5.4% |
| 7D | -0.6% | +8.9% | -9.5% | -2.9% |
| 30D | -2.3% | +6.2% | -8.5% | -3.9% |
| 3M | -2.9% | -2.7% | -0.1% | -2.4% |
| 6M | +143.6% | -8.4% | +151.9% | +146.8% |
| YTD | +118.5% | -7.2% | +125.7% | +119.1% |
| 1Y | +129.2% | -20.9% | +150.1% | +138.0% |
| All | +215.5% | +372.0% | -156.5% | +103.7% |
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 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