+243.8%
HPQ vs VIG
+250.0%
-6.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +7.5% |
| 7D | +9.8% | -1.1% | +10.8% | +11.3% |
| 30D | +22.4% | -2.7% | +25.1% | +26.9% |
| 3M | +45.2% | +2.5% | +42.6% | +40.7% |
| 6M | +96.4% | +9.2% | +87.2% | +75.3% |
| YTD | +65.4% | +9.8% | +55.6% | +46.6% |
| 1Y | +31.6% | +12.4% | +19.2% | +13.5% |
| 3Y | +37.0% | +55.9% | -18.9% | -21.4% |
| 5Y | +53.0% | +63.9% | -10.9% | -16.4% |
| All | +243.8% | +250.0% | -6.2% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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