+243.8%
HPQ vs VICR
+1,679.8%
-1,435.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +11.2% | -2.8% | +6.7% |
| 7D | +9.8% | +5.0% | +4.8% | +8.9% |
| 30D | +22.4% | -12.5% | +34.8% | +24.2% |
| 3M | +45.2% | -33.6% | +78.8% | +51.0% |
| 6M | +96.4% | +10.7% | +85.8% | +81.0% |
| YTD | +65.4% | +80.6% | -15.2% | +36.9% |
| 1Y | +31.6% | +288.4% | -256.8% | -7.7% |
| 3Y | +37.0% | +213.8% | -176.8% | -6.8% |
| 5Y | +53.0% | +58.8% | -5.8% | +9.3% |
| All | +243.8% | +1,679.8% | -1,435.9% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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