+2,903.2%
HPQ vs VMC
+3,246.6%
-343.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +6.9% | -4.3% | +11.3% | +8.6% |
| 30D | +14.4% | -8.2% | +22.7% | +17.8% |
| 3M | +25.6% | -7.0% | +32.7% | +28.3% |
| 6M | +75.0% | -10.8% | +85.8% | +80.5% |
| YTD | +50.7% | -7.4% | +58.1% | +52.9% |
| 1Y | +18.7% | -9.5% | +28.1% | +21.2% |
| 3Y | +21.5% | +20.5% | +1.1% | +10.5% |
| 5Y | +31.6% | +51.6% | -20.0% | +9.5% |
| 10Y | +216.1% | +150.0% | +66.0% | +110.9% |
| All | +2,903.2% | +3,246.6% | -343.4% | +660.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling