+22.8%
HPQ vs VLTO
+56.1%
-33.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.0% |
| 7D | -0.6% | +2.0% | -2.7% | -1.3% |
| 30D | -6.5% | +21.8% | -28.3% | -13.0% |
| 3M | -5.1% | +20.2% | -25.3% | -11.5% |
| 6M | +27.3% | +36.3% | -9.0% | +12.8% |
| YTD | +31.7% | +18.8% | +12.9% | +23.4% |
| 1Y | +13.0% | +20.4% | -7.4% | +5.1% |
| 3Y | +18.3% | +71.9% | -53.6% | +3.1% |
| All | +22.8% | +56.1% | -33.4% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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