+621.7%
HPE vs VUG
+449.5%
+172.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.0% |
| 7D | -0.6% | -0.1% | -0.5% | -0.4% |
| 30D | -2.3% | -0.3% | -2.0% | -1.9% |
| 3M | -2.9% | -0.7% | -2.2% | -1.7% |
| 6M | +143.6% | +14.6% | +128.9% | +116.3% |
| YTD | +118.5% | +9.0% | +109.5% | +103.4% |
| 1Y | +129.2% | +14.9% | +114.3% | +103.9% |
| 3Y | +212.5% | +86.0% | +126.5% | +84.0% |
| 5Y | +286.9% | +76.7% | +210.2% | +133.0% |
| 10Y | +432.3% | +411.3% | +21.0% | -12.2% |
| All | +621.7% | +449.5% | +172.2% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling