+243.8%
HPQ vs VGT
+820.0%
-576.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.2% | +7.2% | +7.5% |
| 7D | +9.8% | -0.2% | +9.9% | +9.9% |
| 30D | +22.4% | -0.4% | +22.8% | +22.6% |
| 3M | +45.2% | +4.4% | +40.7% | +38.7% |
| 6M | +96.4% | +32.1% | +64.4% | +55.2% |
| YTD | +65.4% | +28.8% | +36.6% | +32.6% |
| 1Y | +31.6% | +35.3% | -3.8% | +1.1% |
| 3Y | +37.0% | +124.8% | -87.7% | -32.2% |
| 5Y | +53.0% | +137.9% | -84.9% | -29.1% |
| All | +243.8% | +820.0% | -576.2% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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