+362.8%
HPE vs A
-16.2%
+379.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.6% | +5.7% |
| 7D | +13.6% | -4.4% | +18.0% | +15.5% |
| 30D | +7.7% | -2.7% | +10.4% | +8.5% |
| 3M | +22.4% | +7.0% | +15.3% | +18.3% |
| 6M | +172.6% | +24.6% | +148.0% | +145.1% |
| YTD | +147.5% | +7.0% | +140.5% | +137.4% |
| 1Y | +151.8% | +15.6% | +136.2% | +132.3% |
| 3Y | +267.1% | +29.9% | +237.1% | +214.7% |
| 5Y | +362.8% | -15.4% | +378.1% | +275.0% |
| All | +362.8% | -16.2% | +379.0% | +275.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling