+2,010.2%
VRT vs HPE
+318.9%
+1,691.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +18.6% | +13.6% | +5.0% | +10.9% |
| 30D | -11.7% | -27.1% | +15.5% | +5.1% |
| 3M | -27.3% | -14.5% | -12.8% | -21.8% |
| 6M | -42.9% | +66.9% | -109.8% | -58.6% |
| YTD | +29.5% | +111.3% | -81.8% | -18.7% |
| 1Y | +21.0% | +117.5% | -96.4% | -25.3% |
| 3Y | +403.1% | +238.1% | +165.0% | +146.3% |
| 5Y | +688.8% | +292.4% | +396.4% | +264.8% |
| All | +2,010.2% | +318.9% | +1,691.3% | +715.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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