+61.1%
VZ vs HPE
+479.1%
-418.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.2% | -0.1% |
| 7D | +0.2% | +10.1% | -9.9% | -0.6% |
| 30D | +7.1% | +5.3% | +1.8% | +6.6% |
| 3M | +12.8% | +12.7% | +0.1% | +11.4% |
| 6M | +1.8% | +167.7% | -165.9% | -8.0% |
| YTD | +30.0% | +135.5% | -105.5% | +18.7% |
| 1Y | +24.3% | +143.4% | -119.1% | +12.8% |
| 3Y | +84.3% | +249.2% | -164.9% | +55.4% |
| 5Y | +25.9% | +343.8% | -317.9% | +0.3% |
| 10Y | +61.1% | +495.9% | -434.8% | +12.0% |
| All | +61.1% | +479.1% | -418.0% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling