+116.4%
HPE vs VSXY
+210.1%
-93.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +8.4% | -14.0% | -7.3% |
| 7D | -17.0% | +14.2% | -31.2% | -19.3% |
| 30D | -26.7% | +21.9% | -48.6% | -29.9% |
| 3M | -4.1% | +22.1% | -26.3% | -9.0% |
| 6M | +75.4% | +116.7% | -41.3% | +42.0% |
| YTD | +111.0% | +101.1% | +9.9% | +69.6% |
| 1Y | +116.4% | +208.0% | -91.6% | +56.2% |
| All | +116.4% | +210.1% | -93.7% | +56.2% |
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