-5.8%
HPQ vs VG
-49.4%
+43.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +0.5% | -7.7% | +8.2% | +0.9% |
| 30D | -5.9% | -8.8% | +2.9% | -5.6% |
| 3M | -3.7% | -15.6% | +11.9% | -3.0% |
| 6M | +28.1% | +5.2% | +22.8% | +26.7% |
| YTD | +32.5% | +76.9% | -44.4% | +24.8% |
| 1Y | +18.1% | +42.5% | -24.4% | +12.9% |
| All | -5.8% | -49.4% | +43.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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