+599.2%
HPE vs ALL
+445.8%
+153.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +0.3% | -2.6% | +2.9% | +1.3% |
| 30D | -28.6% | +12.7% | -41.3% | -32.5% |
| 3M | -7.4% | +0.4% | -7.8% | -8.5% |
| 6M | +63.7% | +23.8% | +39.9% | +44.1% |
| YTD | +111.7% | +27.8% | +83.9% | +81.7% |
| 1Y | +123.5% | +28.9% | +94.6% | +90.7% |
| 3Y | +238.7% | +113.9% | +124.8% | +109.7% |
| 5Y | +261.0% | +157.4% | +103.7% | +91.4% |
| 10Y | +390.2% | +369.0% | +21.2% | +64.2% |
| All | +599.2% | +445.8% | +153.4% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling