+540.2%
HPE vs CAPR
-77.3%
+617.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.6% | +9.8% | +5.2% |
| 7D | +13.6% | -12.6% | +26.3% | +13.9% |
| 30D | +7.7% | +124.4% | -116.7% | +5.8% |
| 3M | +22.4% | -66.8% | +89.2% | +23.3% |
| 6M | +172.6% | -71.8% | +244.4% | +175.2% |
| YTD | +147.5% | -70.1% | +217.6% | +149.3% |
| 1Y | +151.8% | +33.3% | +118.5% | +135.7% |
| 3Y | +267.1% | +36.7% | +230.3% | +232.5% |
| 5Y | +362.8% | +72.5% | +290.3% | +311.8% |
| 10Y | +540.2% | -77.3% | +617.4% | +436.6% |
| All | +540.2% | -77.3% | +617.4% | +436.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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