+130.7%
C vs HPE
+288.9%
-158.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +1.2% |
| 7D | +3.6% | -0.6% | +4.2% | +3.8% |
| 30D | +0.1% | -2.3% | +2.4% | +0.6% |
| 3M | +2.4% | -2.9% | +5.3% | +2.2% |
| 6M | +24.9% | +143.6% | -118.6% | -14.9% |
| YTD | +19.8% | +118.5% | -98.7% | -15.0% |
| 1Y | +44.9% | +129.2% | -84.3% | -0.1% |
| 3Y | +263.0% | +212.5% | +50.5% | +107.9% |
| All | +130.7% | +288.9% | -158.3% | +12.1% |
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