+208.0%
C vs HPE
+457.3%
-249.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | -2.4% | -18.7% | +16.3% | +6.5% |
| 30D | -6.0% | -37.9% | +31.9% | +15.0% |
| 3M | -10.5% | -14.4% | +3.8% | -7.9% |
| 6M | -5.7% | +48.2% | -53.9% | -29.6% |
| YTD | +4.1% | +88.6% | -84.5% | -32.4% |
| 1Y | +20.5% | +94.8% | -74.3% | -23.5% |
| 3Y | +208.1% | +202.7% | +5.4% | +41.5% |
| 5Y | +110.4% | +231.6% | -121.2% | -12.1% |
| 10Y | +234.6% | +361.9% | -127.3% | +7.3% |
| All | +208.0% | +457.3% | -249.3% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling