+571.9%
HPE vs BEN
+58.7%
+513.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -4.0% |
| 7D | +7.9% | +6.8% | +1.1% | +4.2% |
| 30D | -23.5% | +18.0% | -41.5% | -30.1% |
| 3M | -19.1% | +7.5% | -26.5% | -22.3% |
| 6M | +51.4% | +14.7% | +36.7% | +40.0% |
| YTD | +103.4% | +56.1% | +47.4% | +58.4% |
| 1Y | +114.4% | +69.6% | +44.8% | +59.7% |
| 3Y | +224.7% | +87.7% | +137.0% | +120.8% |
| 5Y | +277.8% | +28.6% | +249.1% | +207.7% |
| 10Y | +371.1% | +59.8% | +311.3% | +200.4% |
| All | +571.9% | +58.7% | +513.3% | +325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling