+563.1%
HPE vs VYM
+209.2%
+353.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.8% | +11.5% |
| 7D | +19.4% | -0.8% | +20.2% | +20.8% |
| 30D | +5.6% | -2.2% | +7.9% | +9.1% |
| 3M | +33.1% | +3.1% | +30.0% | +28.0% |
| 6M | +192.5% | +9.7% | +182.7% | +160.9% |
| YTD | +160.9% | +14.9% | +146.0% | +119.7% |
| 1Y | +155.0% | +17.6% | +137.4% | +108.8% |
| 3Y | +289.4% | +65.3% | +224.1% | +108.9% |
| 5Y | +395.7% | +78.7% | +316.9% | +144.0% |
| All | +563.1% | +209.2% | +353.9% | +73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling