+489.7%
HPE vs ED
+109.0%
+380.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.1% |
| 7D | +1.4% | -1.9% | +3.3% | +1.7% |
| 30D | +1.5% | +0.1% | +1.4% | +1.5% |
| 3M | +21.7% | 0.0% | +21.7% | +21.5% |
| 6M | +164.2% | -2.5% | +166.7% | +164.3% |
| YTD | +132.1% | +10.1% | +121.9% | +126.7% |
| 1Y | +130.6% | +13.6% | +117.1% | +123.6% |
| 3Y | +244.1% | +32.4% | +211.7% | +211.0% |
| 5Y | +340.8% | +69.9% | +271.0% | +262.9% |
| All | +489.7% | +109.0% | +380.7% | +373.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling