+21.3%
HPQ vs VMC
+3.7%
+17.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.6% | +1.3% | +5.2% |
| 7D | -7.8% | +12.3% | -20.1% | -9.2% |
| 30D | -4.9% | +21.2% | -26.1% | -7.4% |
| 3M | +4.9% | +4.6% | +0.3% | +4.2% |
| 6M | +47.1% | +3.9% | +43.2% | +46.4% |
| YTD | +39.5% | +5.0% | +34.5% | +41.2% |
| 1Y | +21.3% | +2.6% | +18.6% | +22.8% |
| All | +21.3% | +3.7% | +17.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling