+289.4%
HPE vs VYM
+65.1%
+224.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.8% | +11.2% |
| 7D | +19.4% | -0.8% | +20.2% | +21.2% |
| 30D | +5.6% | -2.2% | +7.9% | +10.2% |
| 3M | +33.1% | +3.1% | +30.0% | +26.4% |
| 6M | +192.5% | +9.7% | +182.7% | +152.6% |
| YTD | +160.9% | +14.9% | +146.0% | +110.2% |
| 1Y | +155.0% | +17.6% | +137.4% | +98.3% |
| 3Y | +289.4% | +65.3% | +224.1% | +89.5% |
| All | +289.4% | +65.1% | +224.3% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling