+116.4%
HPE vs VYM
+21.8%
+94.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.2% | -6.9% | -8.3% |
| 7D | -17.0% | +1.2% | -18.1% | -19.2% |
| 30D | -26.7% | +5.2% | -32.0% | -35.4% |
| 3M | -4.1% | +0.5% | -4.7% | -4.8% |
| 6M | +75.4% | +7.7% | +67.7% | +50.7% |
| YTD | +111.0% | +17.2% | +93.8% | +58.3% |
| 1Y | +116.4% | +21.7% | +94.8% | +49.6% |
| All | +116.4% | +21.8% | +94.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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