+341.5%
HPE vs VST
+866.2%
-524.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -6.2% | -5.7% | -9.8% |
| 7D | -25.0% | -19.9% | -5.1% | -19.3% |
| 30D | -37.3% | -29.7% | -7.7% | -29.7% |
| 3M | -16.8% | -19.6% | +2.8% | -10.6% |
| 6M | +47.8% | -29.4% | +77.2% | +64.7% |
| YTD | +86.0% | -29.7% | +115.8% | +104.4% |
| 1Y | +89.6% | -40.0% | +129.7% | +118.0% |
| 3Y | +198.2% | +231.0% | -32.8% | +72.4% |
| 5Y | +227.1% | +500.1% | -272.9% | +47.9% |
| 10Y | +355.6% | +1,004.2% | -648.6% | +78.2% |
| All | +341.5% | +866.2% | -524.7% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling