+243.8%
HPQ vs VMC
+156.6%
+87.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.9% | +7.5% | +8.0% |
| 7D | +9.8% | -3.8% | +13.5% | +11.5% |
| 30D | +22.4% | -9.7% | +32.0% | +27.5% |
| 3M | +45.2% | -9.6% | +54.8% | +50.6% |
| 6M | +96.4% | -4.8% | +101.3% | +98.0% |
| YTD | +65.4% | -10.9% | +76.3% | +70.8% |
| 1Y | +31.6% | -15.6% | +47.2% | +38.9% |
| 3Y | +37.0% | +19.3% | +17.7% | +21.6% |
| 5Y | +53.0% | +48.0% | +5.0% | +21.6% |
| All | +243.8% | +156.6% | +87.2% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling