+340.8%
HPE vs BEN
+36.2%
+304.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -5.6% |
| 7D | +1.4% | +0.3% | +1.1% | +1.1% |
| 30D | +1.5% | +0.9% | +0.6% | +1.0% |
| 3M | +21.7% | +9.2% | +12.6% | +16.3% |
| 6M | +164.2% | +36.8% | +127.4% | +125.1% |
| YTD | +132.1% | +44.4% | +87.7% | +92.4% |
| 1Y | +130.6% | +45.8% | +84.8% | +90.2% |
| 3Y | +244.1% | +52.5% | +191.6% | +167.8% |
| 5Y | +340.8% | +37.7% | +303.1% | +242.6% |
| All | +340.8% | +36.2% | +304.6% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling