+417.5%
HPQ vs VUG
+1,251.8%
-834.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.7% |
| 7D | +6.9% | -0.1% | +7.0% | +7.0% |
| 30D | +14.4% | -0.3% | +14.8% | +14.8% |
| 3M | +25.6% | -0.7% | +26.3% | +25.4% |
| 6M | +75.0% | +14.6% | +60.4% | +51.8% |
| YTD | +50.7% | +9.0% | +41.7% | +36.8% |
| 1Y | +18.7% | +14.9% | +3.8% | +2.3% |
| 3Y | +21.5% | +86.0% | -64.5% | -35.5% |
| 5Y | +31.6% | +76.7% | -45.1% | -27.7% |
| 10Y | +216.1% | +411.3% | -195.2% | -41.4% |
| All | +417.5% | +1,251.8% | -834.3% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling