+2,723.0%
VRT vs HPE
+333.2%
+2,389.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.8% | +6.8% |
| 7D | +9.1% | -0.6% | +9.7% | +9.3% |
| 30D | +0.9% | -2.3% | +3.2% | +1.8% |
| 3M | -13.4% | -2.9% | -10.5% | -12.5% |
| 6M | +11.7% | +143.6% | -131.9% | -34.1% |
| YTD | +73.2% | +118.5% | -45.3% | +7.9% |
| 1Y | +123.4% | +129.2% | -5.8% | +35.1% |
| 3Y | +606.2% | +212.5% | +393.6% | +262.0% |
| 5Y | +899.9% | +286.9% | +613.0% | +364.7% |
| All | +2,723.0% | +333.2% | +2,389.9% | +982.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling