+298.8%
HPE vs COMP
-31.2%
+329.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.5% |
| 7D | -0.6% | +1.4% | -2.0% | -0.7% |
| 30D | -2.3% | -13.3% | +11.0% | -0.9% |
| 3M | -2.9% | +41.1% | -44.0% | -6.8% |
| 6M | +143.6% | +17.2% | +126.4% | +136.5% |
| YTD | +118.5% | +5.2% | +113.3% | +114.0% |
| 1Y | +129.2% | +18.9% | +110.3% | +120.6% |
| 3Y | +212.5% | +215.9% | -3.4% | +163.2% |
| All | +298.8% | -31.2% | +329.9% | +271.3% |
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