+37.0%
HPQ vs VICR
+209.3%
-172.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +11.2% | -2.8% | +7.7% |
| 7D | +9.8% | +5.0% | +4.8% | +9.4% |
| 30D | +22.4% | -12.5% | +34.8% | +23.1% |
| 3M | +45.2% | -33.6% | +78.8% | +48.0% |
| 6M | +96.4% | +10.7% | +85.8% | +86.4% |
| YTD | +65.4% | +80.6% | -15.2% | +45.8% |
| 1Y | +31.6% | +288.4% | -256.8% | +2.7% |
| 3Y | +37.0% | +213.8% | -176.8% | +3.2% |
| All | +37.0% | +209.3% | -172.3% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling