+717.5%
HPE vs VTV
+262.3%
+455.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.6% |
| 7D | +13.6% | -0.7% | +14.3% | +14.6% |
| 30D | +7.7% | -0.5% | +8.2% | +8.4% |
| 3M | +22.4% | +5.3% | +17.1% | +14.2% |
| 6M | +172.6% | +12.9% | +159.7% | +132.9% |
| YTD | +147.5% | +18.5% | +129.0% | +98.9% |
| 1Y | +151.8% | +25.3% | +126.5% | +88.4% |
| 3Y | +267.1% | +68.2% | +198.9% | +90.5% |
| 5Y | +362.8% | +80.6% | +282.1% | +121.8% |
| 10Y | +540.2% | +232.9% | +307.2% | +34.7% |
| All | +717.5% | +262.3% | +455.1% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling