+243.8%
HPQ vs VSH
+196.4%
+47.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +6.1% | +2.3% | +6.0% |
| 7D | +9.8% | +4.8% | +5.0% | +7.9% |
| 30D | +22.4% | -0.7% | +23.1% | +22.1% |
| 3M | +45.2% | -43.1% | +88.2% | +73.5% |
| 6M | +96.4% | +91.8% | +4.6% | +31.5% |
| YTD | +65.4% | +131.6% | -66.2% | -0.6% |
| 1Y | +31.6% | +118.1% | -86.5% | -19.4% |
| 3Y | +37.0% | +40.9% | -3.9% | -2.7% |
| 5Y | +53.0% | +75.8% | -22.8% | -5.0% |
| All | +243.8% | +196.4% | +47.4% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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