+566.9%
HPE vs ALL
+443.6%
+123.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.4% |
| 7D | -9.7% | -0.1% | -9.6% | -9.8% |
| 30D | -34.8% | +13.8% | -48.6% | -38.7% |
| 3M | -12.1% | -2.8% | -9.4% | -12.0% |
| 6M | +53.7% | +23.7% | +30.1% | +35.4% |
| YTD | +101.9% | +27.3% | +74.7% | +73.6% |
| 1Y | +104.3% | +30.5% | +73.8% | +73.1% |
| 3Y | +223.1% | +113.0% | +110.1% | +100.4% |
| 5Y | +249.2% | +157.6% | +91.6% | +84.8% |
| 10Y | +372.4% | +368.4% | +4.1% | +58.1% |
| All | +566.9% | +443.6% | +123.3% | +90.0% |
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