+418.6%
HPE vs VST
+1,175.7%
-757.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -5.6% |
| 7D | -0.6% | +8.9% | -9.5% | -3.3% |
| 30D | -2.3% | +6.2% | -8.5% | -4.2% |
| 3M | -2.9% | -2.7% | -0.1% | -2.3% |
| 6M | +143.6% | -8.4% | +151.9% | +147.3% |
| YTD | +118.5% | -7.2% | +125.7% | +119.1% |
| 1Y | +129.2% | -20.9% | +150.1% | +139.0% |
| 3Y | +212.5% | +384.0% | -171.5% | +58.6% |
| 5Y | +286.9% | +757.1% | -470.2% | +54.1% |
| All | +418.6% | +1,175.7% | -757.1% | +84.0% |
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 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