+418.5%
HPQ vs VTV
+712.5%
-294.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.3% |
| 7D | +2.2% | -0.7% | +2.9% | +2.9% |
| 30D | +9.7% | -0.5% | +10.2% | +10.3% |
| 3M | +32.7% | +5.3% | +27.4% | +25.9% |
| 6M | +77.7% | +12.9% | +64.8% | +56.9% |
| YTD | +51.0% | +18.5% | +32.5% | +26.8% |
| 1Y | +18.4% | +25.3% | -6.9% | -5.9% |
| 3Y | +25.6% | +68.2% | -42.6% | -25.1% |
| 5Y | +38.6% | +80.6% | -42.0% | -21.4% |
| 10Y | +226.1% | +232.9% | -6.8% | +7.6% |
| All | +418.5% | +712.5% | -294.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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