+131.2%
HPQ vs VT
+346.0%
-214.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.6% |
| 7D | -1.1% | -2.3% | +1.2% | +1.2% |
| 30D | -11.7% | -5.0% | -6.8% | -7.3% |
| 3M | +2.0% | -4.9% | +6.9% | +7.0% |
| 6M | +35.9% | -1.5% | +37.4% | +37.3% |
| YTD | +32.7% | +8.5% | +24.2% | +21.0% |
| 1Y | +14.3% | +11.4% | +2.9% | +1.5% |
| 3Y | +17.8% | +70.1% | -52.2% | -30.2% |
| 5Y | +7.6% | +53.7% | -46.2% | -28.8% |
| 10Y | +171.7% | +220.0% | -48.3% | -3.7% |
| All | +131.2% | +346.0% | -214.8% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling