+157.1%
HPQ vs VT
+224.4%
-67.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +0.5% |
| 7D | -3.2% | -0.7% | -2.5% | -2.7% |
| 30D | -3.0% | -1.7% | -1.3% | -1.1% |
| 3M | +0.6% | -2.3% | +2.9% | +3.1% |
| 6M | +36.6% | +1.5% | +35.1% | +32.9% |
| YTD | +35.0% | +12.0% | +23.0% | +15.4% |
| 1Y | +23.1% | +12.9% | +10.2% | +4.3% |
| 3Y | +18.6% | +74.9% | -56.3% | -41.3% |
| 5Y | +10.3% | +59.9% | -49.6% | -38.4% |
| 10Y | +157.1% | +224.6% | -67.6% | -39.2% |
| All | +157.1% | +224.4% | -67.3% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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