+396.0%
HPE vs VYM
+77.5%
+318.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.8% | +11.4% |
| 7D | +19.4% | -0.8% | +20.2% | +21.0% |
| 30D | +5.6% | -2.2% | +7.9% | +9.6% |
| 3M | +33.1% | +3.1% | +30.0% | +27.2% |
| 6M | +192.5% | +9.7% | +182.7% | +156.9% |
| YTD | +160.9% | +14.9% | +146.0% | +115.1% |
| 1Y | +155.0% | +17.6% | +137.4% | +103.8% |
| 3Y | +289.4% | +65.3% | +224.1% | +97.2% |
| All | +396.0% | +77.5% | +318.5% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling