+2.3%
HPQ vs VG
-38.0%
+40.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.7% | -4.6% |
| 7D | -0.5% | -2.5% | +2.0% | -0.4% |
| 30D | +3.7% | +11.1% | -7.4% | +3.1% |
| 3M | +24.3% | +14.9% | +9.4% | +22.8% |
| 6M | +64.8% | +18.4% | +46.4% | +61.3% |
| YTD | +43.9% | +116.6% | -72.7% | +34.3% |
| 1Y | +11.7% | +9.4% | +2.3% | +9.4% |
| All | +2.3% | -38.0% | +40.3% | -7.0% |
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