+252.3%
HPE vs COMP
-49.2%
+301.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +5.6% |
| 7D | -7.1% | +14.5% | -21.7% | -8.5% |
| 30D | -35.3% | +14.9% | -50.2% | -36.3% |
| 3M | -10.4% | -14.2% | +3.8% | -9.3% |
| 6M | +52.5% | +23.7% | +28.7% | +47.9% |
| YTD | +100.3% | +2.1% | +98.2% | +96.3% |
| 1Y | +106.4% | +26.2% | +80.2% | +97.8% |
| 3Y | +227.4% | +470.9% | -243.5% | +162.8% |
| 5Y | +250.6% | -14.0% | +264.6% | +203.6% |
| All | +252.3% | -49.2% | +301.6% | +209.7% |
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