+677.7%
HPE vs VTI
+331.8%
+345.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +8.5% |
| 7D | +10.1% | +0.6% | +9.5% | +9.3% |
| 30D | +5.3% | -1.1% | +6.4% | +6.8% |
| 3M | +12.7% | +3.9% | +8.8% | +7.9% |
| 6M | +167.7% | +14.6% | +153.0% | +128.7% |
| YTD | +135.5% | +13.3% | +122.2% | +104.6% |
| 1Y | +143.4% | +19.2% | +124.2% | +99.9% |
| 3Y | +249.2% | +77.4% | +171.8% | +83.9% |
| 5Y | +343.8% | +74.0% | +269.8% | +137.6% |
| 10Y | +495.9% | +294.6% | +201.2% | +6.6% |
| All | +677.7% | +331.8% | +345.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 VTI 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