+343.8%
HPE vs ALL
+117.0%
+226.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.4% | +10.1% | +8.2% |
| 7D | +10.1% | -1.7% | +11.9% | +10.5% |
| 30D | +5.3% | -4.7% | +10.0% | +6.3% |
| 3M | +12.7% | +18.4% | -5.7% | +7.0% |
| 6M | +167.7% | +20.5% | +147.2% | +151.8% |
| YTD | +135.5% | +23.5% | +111.9% | +119.1% |
| 1Y | +143.4% | +29.0% | +114.4% | +123.0% |
| 3Y | +249.2% | +153.7% | +95.5% | +141.0% |
| 5Y | +343.8% | +114.8% | +229.0% | +217.6% |
| All | +343.8% | +117.0% | +226.8% | +217.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling