+563.1%
HPE vs ARES
+979.8%
-416.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.7% | +12.1% |
| 7D | +19.4% | -6.1% | +25.5% | +22.5% |
| 30D | +5.6% | -7.5% | +13.1% | +9.0% |
| 3M | +33.1% | +0.1% | +32.9% | +32.1% |
| 6M | +192.5% | +30.3% | +162.2% | +157.0% |
| YTD | +160.9% | -16.6% | +177.5% | +175.2% |
| 1Y | +155.0% | -26.1% | +181.1% | +182.8% |
| 3Y | +289.4% | +36.4% | +253.0% | +235.4% |
| 5Y | +395.7% | +95.0% | +300.7% | +259.9% |
| All | +563.1% | +979.8% | -416.7% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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