+651.5%
ADI vs HPE
+581.3%
+70.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +12.4% | -7.6% | -0.3% |
| 7D | +4.6% | +19.4% | -14.8% | -3.3% |
| 30D | -1.2% | +5.6% | -6.8% | -4.1% |
| 3M | -7.8% | +33.1% | -40.9% | -19.5% |
| 6M | +19.3% | +192.5% | -173.1% | -28.1% |
| YTD | +40.9% | +160.9% | -120.0% | -11.3% |
| 1Y | +54.5% | +155.0% | -100.5% | -2.6% |
| 3Y | +123.4% | +289.4% | -166.0% | +10.4% |
| 5Y | +142.3% | +395.7% | -253.4% | +5.2% |
| All | +651.5% | +581.3% | +70.2% | +172.6% |
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