+129.2%
HPE vs VSXY
+224.6%
-95.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -5.0% |
| 7D | -0.6% | -14.0% | +13.4% | +2.2% |
| 30D | -2.3% | -15.9% | +13.6% | +0.8% |
| 3M | -2.9% | +3.4% | -6.3% | -5.6% |
| 6M | +143.6% | +25.9% | +117.7% | +117.3% |
| YTD | +118.5% | +39.5% | +79.0% | +89.4% |
| 1Y | +129.2% | +194.4% | -65.1% | +56.9% |
| All | +129.2% | +224.6% | -95.4% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling