+227.3%
HPE vs COMP
-56.6%
+283.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -8.2% | -3.7% | -11.0% |
| 7D | -25.0% | -1.8% | -23.2% | -24.9% |
| 30D | -37.3% | -0.8% | -36.6% | -37.4% |
| 3M | -16.8% | -28.1% | +11.3% | -14.2% |
| 6M | +47.8% | +27.0% | +20.8% | +42.6% |
| YTD | +86.0% | -12.8% | +98.8% | +85.4% |
| 1Y | +89.6% | +4.9% | +84.7% | +85.3% |
| 3Y | +198.2% | +321.0% | -122.8% | +146.6% |
| 5Y | +227.1% | -25.6% | +252.7% | +187.9% |
| All | +227.3% | -56.6% | +283.9% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling