+376.7%
HPE vs VSXY
+37.7%
+339.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.5% | +8.6% | +5.8% |
| 7D | +13.6% | -10.7% | +24.4% | +15.8% |
| 30D | +7.7% | -24.3% | +32.0% | +13.4% |
| 3M | +22.4% | +1.0% | +21.4% | +20.5% |
| 6M | +172.6% | +57.4% | +115.2% | +141.6% |
| YTD | +147.5% | +39.8% | +107.7% | +122.3% |
| 1Y | +151.8% | +196.5% | -44.7% | +92.9% |
| 3Y | +267.1% | +357.2% | -90.2% | +143.9% |
| 5Y | +362.8% | +18.9% | +343.9% | +269.5% |
| All | +376.7% | +37.7% | +339.1% | +277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling