+224.9%
HPQ vs VYM
+488.1%
-263.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +7.7% |
| 7D | +9.8% | -0.8% | +10.6% | +10.8% |
| 30D | +22.4% | -2.2% | +24.6% | +25.5% |
| 3M | +45.2% | +3.1% | +42.1% | +40.8% |
| 6M | +96.4% | +9.7% | +86.7% | +78.0% |
| YTD | +65.4% | +14.9% | +50.5% | +42.5% |
| 1Y | +31.6% | +17.6% | +14.0% | +10.9% |
| 3Y | +37.0% | +65.3% | -28.3% | -18.8% |
| 5Y | +53.0% | +78.7% | -25.7% | -14.7% |
| 10Y | +257.2% | +208.2% | +49.0% | +20.1% |
| All | +224.9% | +488.1% | -263.2% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling