+528.8%
HPQ vs VSAT
+1,485.7%
-956.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.3% |
| 7D | +6.9% | +11.8% | -4.9% | +4.8% |
| 30D | +14.4% | -7.0% | +21.5% | +15.5% |
| 3M | +25.6% | +3.3% | +22.3% | +21.8% |
| 6M | +75.0% | +57.4% | +17.6% | +54.8% |
| YTD | +50.7% | +118.6% | -67.9% | +24.0% |
| 1Y | +18.7% | +150.2% | -131.6% | -6.1% |
| 3Y | +21.5% | +160.7% | -139.2% | -17.5% |
| 5Y | +31.6% | +51.2% | -19.6% | -6.4% |
| 10Y | +216.1% | -0.7% | +216.7% | +133.3% |
| All | +528.8% | +1,485.7% | -956.9% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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