+116.4%
HPE vs VTV
+28.2%
+88.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.5% | -7.2% | -8.2% |
| 7D | -17.0% | +1.8% | -18.8% | -19.6% |
| 30D | -26.7% | +6.0% | -32.7% | -34.6% |
| 3M | -4.1% | +3.7% | -7.8% | -10.3% |
| 6M | +75.4% | +13.9% | +61.5% | +37.5% |
| YTD | +111.0% | +22.8% | +88.3% | +49.3% |
| 1Y | +116.4% | +27.9% | +88.6% | +41.7% |
| All | +116.4% | +28.2% | +88.2% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling