+117.2%
HPQ vs VCLT
+103.3%
+13.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +3.7% | -0.6% | +4.3% | +3.8% |
| 3M | +24.3% | -2.2% | +26.6% | +24.6% |
| 6M | +64.8% | -2.9% | +67.6% | +65.3% |
| YTD | +43.9% | -2.1% | +46.0% | +44.2% |
| 1Y | +11.7% | -2.6% | +14.2% | +12.0% |
| 3Y | +19.7% | +12.5% | +7.2% | +18.6% |
| 5Y | +32.2% | -15.3% | +47.5% | +28.4% |
| 10Y | +198.9% | +16.6% | +182.3% | +219.2% |
| All | +117.2% | +103.3% | +13.9% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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