+123.5%
HPE vs COMP
+16.3%
+107.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +4.5% |
| 7D | +0.3% | +2.2% | -1.9% | 0.0% |
| 30D | -28.6% | +16.3% | -44.9% | -30.0% |
| 3M | -7.4% | -19.1% | +11.8% | -4.9% |
| 6M | +63.7% | +17.1% | +46.5% | +58.9% |
| YTD | +111.7% | -2.9% | +114.6% | +111.9% |
| 1Y | +123.5% | +8.8% | +114.7% | +114.5% |
| All | +123.5% | +16.3% | +107.2% | +114.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling