+396.0%
HPE vs VSXY
+22.6%
+373.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.1% | +9.4% | +11.8% |
| 7D | +19.4% | +0.1% | +19.3% | +19.5% |
| 30D | +5.6% | -18.7% | +24.3% | +9.9% |
| 3M | +33.1% | -4.0% | +37.0% | +32.5% |
| 6M | +192.5% | +67.5% | +125.0% | +154.4% |
| YTD | +160.9% | +39.7% | +121.3% | +133.0% |
| 1Y | +155.0% | +180.0% | -25.0% | +94.5% |
| 3Y | +289.4% | +337.3% | -47.9% | +152.5% |
| All | +396.0% | +22.6% | +373.4% | +295.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling