+529.0%
HPE vs ALL
+364.8%
+164.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +13.6% | -2.2% | +15.9% | +14.7% |
| 30D | +7.7% | -5.6% | +13.3% | +10.1% |
| 3M | +22.4% | +17.2% | +5.1% | +12.2% |
| 6M | +172.6% | +23.2% | +149.3% | +142.6% |
| YTD | +147.5% | +23.6% | +123.9% | +118.6% |
| 1Y | +151.8% | +29.2% | +122.6% | +116.9% |
| 3Y | +267.1% | +153.8% | +113.2% | +109.6% |
| 5Y | +362.8% | +116.1% | +246.7% | +180.2% |
| All | +529.0% | +364.8% | +164.2% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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