+232.1%
HPE vs COMP
-17.6%
+249.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.7% | -9.4% | +0.2% |
| 7D | -18.7% | +13.4% | -32.2% | -19.9% |
| 30D | -37.9% | +11.1% | -49.0% | -38.7% |
| 3M | -14.4% | -18.8% | +4.4% | -12.8% |
| 6M | +48.2% | +10.5% | +37.7% | +45.4% |
| YTD | +88.6% | -3.4% | +92.0% | +85.9% |
| 1Y | +94.8% | +19.7% | +75.1% | +87.5% |
| 3Y | +202.7% | +381.6% | -178.9% | +145.4% |
| All | +232.1% | -17.6% | +249.7% | +197.5% |
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 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