+621.7%
HPE vs ALL
+440.4%
+181.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.1% | -3.9% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -2.3% | -1.5% | -0.8% | -1.9% |
| 3M | -2.9% | +23.6% | -26.5% | -13.6% |
| 6M | +143.6% | +22.3% | +121.2% | +116.9% |
| YTD | +118.5% | +26.5% | +92.0% | +90.2% |
| 1Y | +129.2% | +27.0% | +102.2% | +98.4% |
| 3Y | +212.5% | +149.6% | +62.9% | +77.5% |
| 5Y | +286.9% | +118.1% | +168.8% | +129.9% |
| 10Y | +432.3% | +369.0% | +63.4% | +79.0% |
| All | +621.7% | +440.4% | +181.4% | +108.2% |
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 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