+257.9%
HPE vs COMP
-52.0%
+309.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -3.9% |
| 7D | +7.9% | 0.0% | +7.9% | +7.8% |
| 30D | -23.5% | +16.6% | -40.0% | -24.9% |
| 3M | -19.1% | -23.5% | +4.5% | -17.1% |
| 6M | +51.4% | +25.7% | +25.7% | +46.6% |
| YTD | +103.4% | -3.4% | +106.8% | +100.5% |
| 1Y | +114.4% | +7.6% | +106.8% | +108.9% |
| 3Y | +224.7% | +423.6% | -198.9% | +162.7% |
| 5Y | +277.8% | -10.6% | +288.4% | +227.6% |
| All | +257.9% | -52.0% | +309.8% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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