+232.1%
HPE vs VT
+53.4%
+178.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.1% |
| 7D | -18.7% | -2.3% | -16.4% | -15.7% |
| 30D | -37.9% | -5.0% | -32.9% | -32.8% |
| 3M | -14.4% | -4.9% | -9.5% | -7.1% |
| 6M | +48.2% | -1.5% | +49.8% | +55.0% |
| YTD | +88.6% | +8.5% | +80.1% | +73.6% |
| 1Y | +94.8% | +11.4% | +83.4% | +73.4% |
| 3Y | +202.7% | +70.1% | +132.6% | +66.4% |
| All | +232.1% | +53.4% | +178.7% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling