+365.4%
HPE vs VT
+223.7%
+141.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +2.8% |
| 7D | -7.1% | +0.4% | -7.5% | -7.2% |
| 30D | -35.3% | -2.6% | -32.7% | -32.5% |
| 3M | -10.4% | -3.2% | -7.2% | -5.5% |
| 6M | +52.5% | +0.9% | +51.5% | +53.9% |
| YTD | +100.3% | +11.3% | +89.0% | +78.8% |
| 1Y | +106.4% | +14.0% | +92.4% | +79.0% |
| 3Y | +227.4% | +75.8% | +151.6% | +71.7% |
| 5Y | +250.6% | +57.8% | +192.7% | +110.0% |
| 10Y | +365.4% | +219.8% | +145.6% | +25.7% |
| All | +365.4% | +223.7% | +141.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling