+563.1%
HPE vs VUG
+424.7%
+138.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.9% | +11.5% | +11.6% |
| 7D | +19.4% | -0.5% | +19.9% | +20.0% |
| 30D | +5.6% | -1.0% | +6.6% | +6.7% |
| 3M | +33.1% | +3.5% | +29.5% | +29.4% |
| 6M | +192.5% | +14.2% | +178.3% | +161.7% |
| YTD | +160.9% | +8.5% | +152.4% | +144.7% |
| 1Y | +155.0% | +12.9% | +142.1% | +131.4% |
| 3Y | +289.4% | +85.6% | +203.8% | +134.9% |
| 5Y | +395.7% | +78.1% | +317.5% | +202.6% |
| All | +563.1% | +424.7% | +138.4% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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