+563.1%
HPE vs VTRS
-48.4%
+611.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.6% | +12.2% |
| 7D | +19.4% | -2.2% | +21.6% | +20.2% |
| 30D | +5.6% | +3.3% | +2.3% | +4.6% |
| 3M | +33.1% | +2.0% | +31.1% | +31.4% |
| 6M | +192.5% | +19.9% | +172.5% | +173.7% |
| YTD | +160.9% | +35.7% | +125.2% | +134.6% |
| 1Y | +155.0% | +68.1% | +86.9% | +113.6% |
| 3Y | +289.4% | +87.1% | +202.3% | +206.2% |
| 5Y | +395.7% | +47.6% | +348.0% | +307.4% |
| All | +563.1% | -48.4% | +611.5% | +549.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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