+621.7%
HPE vs ARES
+1,203.6%
-581.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -0.6% | -1.7% | +1.1% | +0.1% |
| 30D | -2.3% | +0.3% | -2.6% | -2.5% |
| 3M | -2.9% | +8.5% | -11.3% | -6.6% |
| 6M | +143.6% | +23.5% | +120.1% | +119.5% |
| YTD | +118.5% | -11.2% | +129.7% | +124.3% |
| 1Y | +129.2% | -19.3% | +148.5% | +144.5% |
| 3Y | +212.5% | +48.7% | +163.9% | +161.1% |
| 5Y | +286.9% | +106.5% | +180.4% | +176.7% |
| 10Y | +432.3% | +1,055.3% | -623.0% | +115.6% |
| All | +621.7% | +1,203.6% | -581.9% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling