+41.1%
HPQ vs VMC
+47.2%
-6.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | +3.5% | -3.7% | +7.2% | +5.1% |
| 30D | +13.7% | -12.8% | +26.4% | +20.2% |
| 3M | +33.9% | -7.9% | +41.8% | +37.6% |
| 6M | +80.9% | -7.5% | +88.4% | +84.3% |
| YTD | +52.6% | -11.6% | +64.2% | +57.8% |
| 1Y | +21.2% | -14.3% | +35.5% | +27.0% |
| 3Y | +26.9% | +18.5% | +8.4% | +9.9% |
| 5Y | +41.1% | +46.8% | -5.6% | +5.0% |
| All | +41.1% | +47.2% | -6.1% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling