+370.3%
HPE vs CAPR
-65.7%
+436.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.9% | +3.2% | -3.6% |
| 7D | +7.9% | +5.9% | +2.0% | +7.7% |
| 30D | -23.5% | +44.6% | -68.1% | -24.1% |
| 3M | -19.1% | +126.4% | -145.4% | -20.7% |
| 6M | +51.4% | -68.6% | +120.0% | +52.4% |
| YTD | +103.4% | -67.0% | +170.4% | +104.2% |
| 1Y | +114.4% | +65.2% | +49.2% | +99.5% |
| 3Y | +224.7% | +235.6% | -10.9% | +188.0% |
| 5Y | +277.8% | +175.4% | +102.3% | +232.4% |
| All | +370.3% | -65.7% | +436.0% | +290.4% |
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