+514.5%
HPE vs VT
+224.2%
+290.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.1% | -7.8% | -6.4% |
| 7D | -25.0% | -4.2% | -20.8% | -20.3% |
| 30D | -37.3% | -5.8% | -31.5% | -31.7% |
| 3M | -16.8% | -5.2% | -11.6% | -9.7% |
| 6M | +47.8% | +0.1% | +47.7% | +50.8% |
| YTD | +86.0% | +8.2% | +77.8% | +71.9% |
| 1Y | +89.6% | +10.1% | +79.5% | +71.6% |
| 3Y | +198.2% | +69.7% | +128.5% | +61.7% |
| 5Y | +227.1% | +53.4% | +173.8% | +101.4% |
| 10Y | +355.6% | +219.2% | +136.4% | +7.9% |
| All | +514.5% | +224.2% | +290.3% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling