+198.9%
HPQ vs VT
+221.4%
-22.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.9% |
| 7D | -0.5% | +1.0% | -1.5% | -1.7% |
| 30D | +3.7% | -0.2% | +4.0% | +4.0% |
| 3M | +24.3% | +4.5% | +19.8% | +17.2% |
| 6M | +64.8% | +14.1% | +50.7% | +38.6% |
| YTD | +43.9% | +14.8% | +29.1% | +19.9% |
| 1Y | +11.7% | +21.2% | -9.5% | -13.0% |
| 3Y | +19.7% | +76.6% | -56.9% | -41.3% |
| 5Y | +32.2% | +66.6% | -34.4% | -29.5% |
| 10Y | +198.9% | +222.3% | -23.3% | -27.1% |
| All | +198.9% | +221.4% | -22.5% | -27.1% |
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