-13.4%
VRT vs HPE
-1.6%
-11.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.8% | +7.2% |
| 7D | +9.1% | -0.6% | +9.7% | +9.1% |
| 30D | +0.9% | -2.3% | +3.2% | +1.7% |
| 3M | -13.4% | -2.9% | -10.5% | -9.8% |
| All | -13.4% | -1.6% | -11.8% | -9.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling