+250.6%
HPE vs ALL
+145.6%
+105.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | -7.1% | -3.9% | -3.3% | -6.6% |
| 30D | -35.3% | +10.6% | -45.9% | -36.7% |
| 3M | -10.4% | -4.6% | -5.9% | -9.9% |
| 6M | +52.5% | +20.2% | +32.3% | +43.4% |
| YTD | +100.3% | +23.7% | +76.6% | +85.8% |
| 1Y | +106.4% | +27.9% | +78.5% | +89.2% |
| 3Y | +227.4% | +109.2% | +118.2% | +143.6% |
| 5Y | +250.6% | +148.0% | +102.6% | +137.6% |
| All | +250.6% | +145.6% | +105.0% | +137.6% |
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