+243.8%
HPQ vs VYM
+209.2%
+34.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +7.5% |
| 7D | +9.8% | -0.8% | +10.6% | +10.9% |
| 30D | +22.4% | -2.2% | +24.6% | +26.1% |
| 3M | +45.2% | +3.1% | +42.1% | +40.0% |
| 6M | +96.4% | +9.7% | +86.7% | +74.8% |
| YTD | +65.4% | +14.9% | +50.5% | +38.7% |
| 1Y | +31.6% | +17.6% | +14.0% | +7.4% |
| 3Y | +37.0% | +65.3% | -28.3% | -26.6% |
| 5Y | +53.0% | +78.7% | -25.7% | -24.1% |
| All | +243.8% | +209.2% | +34.7% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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