+157.6%
HPQ vs VT
+217.6%
-60.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.2% |
| 7D | +0.5% | -0.1% | +0.7% | +0.5% |
| 30D | -5.9% | -3.1% | -2.8% | -2.5% |
| 3M | -3.7% | -3.5% | -0.2% | +0.2% |
| 6M | +28.1% | +0.5% | +27.6% | +26.2% |
| YTD | +32.5% | +10.8% | +21.7% | +14.8% |
| 1Y | +18.1% | +11.9% | +6.2% | +1.1% |
| 3Y | +16.4% | +73.0% | -56.5% | -41.6% |
| 5Y | +8.9% | +58.6% | -49.7% | -38.6% |
| 10Y | +157.6% | +219.2% | -61.5% | -35.9% |
| All | +157.6% | +217.6% | -60.0% | -35.9% |
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