+379.7%
VRT vs HPE
+228.2%
+151.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -1.3% |
| 7D | +10.5% | +7.9% | +2.6% | +5.8% |
| 30D | -9.3% | -23.5% | +14.2% | +6.8% |
| 3M | -29.6% | -19.1% | -10.5% | -21.3% |
| 6M | -45.4% | +51.4% | -96.8% | -60.5% |
| YTD | +24.8% | +103.4% | -78.6% | -27.9% |
| 1Y | +23.6% | +114.4% | -90.8% | -31.4% |
| 3Y | +379.7% | +224.7% | +155.0% | +111.3% |
| All | +379.7% | +228.2% | +151.5% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling