+31.6%
HPQ vs VMC
-14.0%
+45.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.9% | +7.5% | +8.3% |
| 7D | +9.8% | -3.8% | +13.5% | +10.5% |
| 30D | +22.4% | -9.7% | +32.0% | +24.5% |
| 3M | +45.2% | -9.6% | +54.8% | +47.4% |
| 6M | +96.4% | -4.8% | +101.3% | +96.2% |
| YTD | +65.4% | -10.9% | +76.3% | +68.0% |
| 1Y | +31.6% | -15.6% | +47.2% | +39.4% |
| All | +31.6% | -14.0% | +45.6% | +39.4% |
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