+489.7%
HPE vs A
+247.2%
+242.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.1% | -5.7% |
| 7D | +1.4% | -4.6% | +6.0% | +3.5% |
| 30D | +1.5% | -4.3% | +5.8% | +3.2% |
| 3M | +21.7% | +8.9% | +12.8% | +16.1% |
| 6M | +164.2% | +24.5% | +139.7% | +133.9% |
| YTD | +132.1% | +5.8% | +126.2% | +121.9% |
| 1Y | +130.6% | +16.2% | +114.4% | +109.5% |
| 3Y | +244.1% | +28.5% | +215.7% | +189.7% |
| 5Y | +340.8% | -16.3% | +357.1% | +347.5% |
| All | +489.7% | +247.2% | +242.6% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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