+194.9%
HPQ vs VEU
+188.7%
+6.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.6% |
| 7D | +2.2% | +0.3% | +1.9% | +1.9% |
| 30D | +9.7% | +0.7% | +9.1% | +9.1% |
| 3M | +32.7% | +4.7% | +28.0% | +26.8% |
| 6M | +77.7% | +11.6% | +66.1% | +59.5% |
| YTD | +51.0% | +16.8% | +34.2% | +29.8% |
| 1Y | +18.4% | +24.9% | -6.5% | -3.9% |
| 3Y | +25.6% | +75.7% | -50.2% | -23.7% |
| 5Y | +38.6% | +56.1% | -17.5% | -5.9% |
| 10Y | +226.1% | +153.6% | +72.5% | +54.7% |
| All | +194.9% | +188.7% | +6.3% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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