+133.5%
ADI vs HPE
+362.4%
-228.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -1.5% |
| 7D | +2.6% | +13.6% | -11.0% | -2.8% |
| 30D | -4.6% | +7.7% | -12.3% | -8.0% |
| 3M | -9.5% | +22.4% | -31.9% | -17.7% |
| 6M | +14.8% | +172.6% | -157.7% | -28.1% |
| YTD | +35.8% | +147.5% | -111.7% | -11.8% |
| 1Y | +48.9% | +151.8% | -102.8% | -5.0% |
| 3Y | +115.6% | +267.1% | -151.5% | +7.9% |
| All | +133.5% | +362.4% | -228.9% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling