+156.1%
HPQ vs VUG
+398.3%
-242.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.4% |
| 7D | +3.2% | +2.5% | +0.7% | +0.9% |
| 30D | -3.6% | -6.3% | +2.7% | +1.6% |
| 3M | -5.3% | -6.0% | +0.7% | -0.7% |
| 6M | +41.1% | -3.5% | +44.7% | +43.9% |
| YTD | +36.9% | +3.9% | +32.9% | +29.9% |
| 1Y | +23.5% | +5.1% | +18.4% | +16.0% |
| 3Y | +19.6% | +77.9% | -58.3% | -31.4% |
| 5Y | +11.4% | +62.4% | -51.0% | -31.2% |
| All | +156.1% | +398.3% | -242.2% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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