+388.5%
HPE vs ED
+143.7%
+244.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +13.6% | -1.7% | +15.3% | +13.8% |
| 30D | -27.1% | +10.7% | -37.8% | -28.1% |
| 3M | -14.5% | +11.6% | -26.1% | -15.8% |
| 6M | +66.9% | +13.5% | +53.4% | +63.5% |
| YTD | +111.3% | +23.1% | +88.2% | +103.4% |
| 1Y | +117.5% | +23.1% | +94.4% | +109.1% |
| 3Y | +238.1% | +47.9% | +190.1% | +201.7% |
| 5Y | +292.4% | +83.9% | +208.5% | +222.5% |
| All | +388.5% | +143.7% | +244.8% | +300.1% |
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