+243.8%
HPQ vs VUG
+424.7%
-180.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.9% | +7.5% | +7.6% |
| 7D | +9.8% | -0.5% | +10.2% | +10.3% |
| 30D | +22.4% | -1.0% | +23.3% | +23.3% |
| 3M | +45.2% | +3.5% | +41.6% | +40.1% |
| 6M | +96.4% | +14.2% | +82.2% | +73.0% |
| YTD | +65.4% | +8.5% | +56.9% | +52.1% |
| 1Y | +31.6% | +12.9% | +18.7% | +16.6% |
| 3Y | +37.0% | +85.6% | -48.6% | -24.1% |
| 5Y | +53.0% | +78.1% | -25.1% | -13.0% |
| All | +243.8% | +424.7% | -180.9% | -35.8% |
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