+298.8%
HPE vs VST
+761.6%
-462.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +119.2% |
| 1Y | +129.2% | -20.9% | +150.1% | +138.0% |
| 3Y | +212.5% | +384.0% | -171.5% | +86.1% |
| All | +298.8% | +761.6% | -462.8% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling