+1,238.2%
VST vs HPQ
+180.9%
+1,057.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.9% |
| 7D | +9.9% | -0.5% | +10.4% | +10.0% |
| 30D | +7.9% | +3.7% | +4.2% | +6.4% |
| 3M | +3.4% | +24.3% | -20.9% | -4.4% |
| 6M | -4.1% | +64.8% | -68.9% | -20.5% |
| YTD | -5.7% | +43.9% | -49.6% | -18.3% |
| 1Y | -18.9% | +11.7% | -30.5% | -24.0% |
| 3Y | +359.1% | +19.7% | +339.4% | +315.4% |
| 5Y | +766.9% | +32.2% | +734.7% | +631.1% |
| All | +1,238.2% | +180.9% | +1,057.3% | +812.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 10y: compounded portfolio wealth divided by compounded HPQ 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…
10y analysis · Full analysis span regression · 6 months rolling