+117.5%
HPE vs COMP
+6.6%
+110.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.1% |
| 7D | +13.6% | +8.9% | +4.7% | +12.2% |
| 30D | -27.1% | +14.0% | -41.1% | -28.4% |
| 3M | -14.5% | -21.1% | +6.7% | -11.9% |
| 6M | +66.9% | +20.1% | +46.8% | +61.4% |
| YTD | +111.3% | -5.0% | +116.3% | +112.0% |
| 1Y | +117.5% | +5.7% | +111.8% | +110.5% |
| All | +117.5% | +6.6% | +110.9% | +110.5% |
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