+232.1%
HPE vs VST
+561.4%
-329.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.6% | -9.2% | -1.8% |
| 7D | -18.7% | -9.8% | -8.9% | -16.3% |
| 30D | -37.9% | -25.1% | -12.8% | -32.5% |
| 3M | -14.4% | -11.6% | -2.8% | -11.2% |
| 6M | +48.2% | -20.9% | +69.1% | +58.0% |
| YTD | +88.6% | -22.3% | +110.9% | +99.3% |
| 1Y | +94.8% | -32.0% | +126.8% | +112.8% |
| 3Y | +202.7% | +262.4% | -59.7% | +88.7% |
| All | +232.1% | +561.4% | -329.4% | +62.4% |
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