+292.4%
HPE vs COMP
-12.0%
+304.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.1% |
| 7D | +13.6% | +8.9% | +4.7% | +12.5% |
| 30D | -27.1% | +14.0% | -41.1% | -28.3% |
| 3M | -14.5% | -21.1% | +6.7% | -12.6% |
| 6M | +66.9% | +20.1% | +46.8% | +62.3% |
| YTD | +111.3% | -5.0% | +116.3% | +108.6% |
| 1Y | +117.5% | +5.7% | +111.8% | +112.1% |
| 3Y | +238.1% | +412.2% | -174.2% | +172.2% |
| 5Y | +292.4% | -12.1% | +304.5% | +254.6% |
| All | +292.4% | -12.0% | +304.4% | +254.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling