+654.4%
VRT vs HPE
+278.3%
+376.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -1.2% |
| 7D | +10.5% | +7.9% | +2.6% | +5.4% |
| 30D | -9.3% | -23.5% | +14.2% | +8.4% |
| 3M | -29.6% | -19.1% | -10.5% | -20.7% |
| 6M | -45.4% | +51.4% | -96.8% | -61.9% |
| YTD | +24.8% | +103.4% | -78.6% | -31.5% |
| 1Y | +23.6% | +114.4% | -90.8% | -35.0% |
| 3Y | +379.7% | +224.7% | +155.0% | +77.8% |
| All | +654.4% | +278.3% | +376.1% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling