-45.4%
VRT vs HPE
+58.4%
-103.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -1.7% |
| 7D | +10.5% | +7.9% | +2.6% | +6.7% |
| 30D | -9.3% | -23.5% | +14.2% | +2.2% |
| 3M | -29.6% | -19.1% | -10.5% | -23.2% |
| 6M | -45.4% | +51.4% | -96.8% | -53.5% |
| All | -45.4% | +58.4% | -103.8% | -53.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling