+495.9%
HPE vs AR
+45.1%
+450.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.6% | +7.9% |
| 7D | +10.1% | -1.8% | +12.0% | +10.5% |
| 30D | +5.3% | +12.6% | -7.3% | +3.1% |
| 3M | +12.7% | +10.0% | +2.7% | +10.5% |
| 6M | +167.7% | +0.6% | +167.0% | +166.0% |
| YTD | +135.5% | +13.4% | +122.0% | +128.7% |
| 1Y | +143.4% | +21.7% | +121.7% | +133.1% |
| 3Y | +249.2% | +45.8% | +203.3% | +220.9% |
| 5Y | +343.8% | +144.3% | +199.6% | +264.6% |
| 10Y | +495.9% | +41.8% | +454.1% | +410.1% |
| All | +495.9% | +45.1% | +450.7% | +410.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling