+621.7%
HPE vs VT
+245.5%
+376.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -0.6% | +0.4% | -1.0% | -1.1% |
| 30D | -2.3% | +1.0% | -3.3% | -3.4% |
| 3M | -2.9% | +2.4% | -5.2% | -5.1% |
| 6M | +143.6% | +12.0% | +131.6% | +112.5% |
| YTD | +118.5% | +15.3% | +103.2% | +84.0% |
| 1Y | +129.2% | +22.6% | +106.6% | +79.3% |
| 3Y | +212.5% | +74.7% | +137.8% | +61.3% |
| 5Y | +286.9% | +66.1% | +220.8% | +112.6% |
| 10Y | +432.3% | +225.0% | +207.3% | +22.7% |
| All | +621.7% | +245.5% | +376.3% | +56.3% |
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