+2,545.5%
VRT vs HPE
+390.7%
+2,154.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.1% | -14.7% | -12.3% |
| 7D | +2.4% | +13.6% | -11.2% | -5.0% |
| 30D | -2.7% | +7.7% | -10.4% | -7.2% |
| 3M | -9.2% | +22.4% | -31.6% | -19.4% |
| 6M | -0.5% | +172.6% | -173.1% | -45.0% |
| YTD | +62.3% | +147.5% | -85.2% | -5.9% |
| 1Y | +109.6% | +151.8% | -42.2% | +20.0% |
| 3Y | +573.1% | +267.1% | +306.0% | +216.1% |
| 5Y | +953.6% | +362.8% | +590.9% | +347.4% |
| All | +2,545.5% | +390.7% | +2,154.9% | +844.4% |
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