+139.2%
HPQ vs VT
+345.0%
-205.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | +2.4% |
| 7D | -7.5% | -4.2% | -3.3% | -3.4% |
| 30D | -7.2% | -5.8% | -1.4% | -1.7% |
| 3M | +4.2% | -5.2% | +9.5% | +9.8% |
| 6M | +42.3% | +0.1% | +42.1% | +41.4% |
| YTD | +37.2% | +8.2% | +29.0% | +25.5% |
| 1Y | +16.1% | +10.1% | +6.0% | +4.4% |
| 3Y | +21.5% | +69.7% | -48.2% | -27.8% |
| 5Y | +11.3% | +53.4% | -42.1% | -26.1% |
| 10Y | +181.0% | +219.2% | -38.2% | -0.1% |
| All | +139.2% | +345.0% | -205.8% | -36.2% |
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 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