+343.8%
HPE vs ED
+71.7%
+272.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.9% | +6.8% | +7.9% |
| 7D | +10.1% | +0.5% | +9.6% | +10.2% |
| 30D | +5.3% | +1.1% | +4.2% | +5.5% |
| 3M | +12.7% | +4.6% | +8.0% | +13.4% |
| 6M | +167.7% | -2.0% | +169.6% | +167.9% |
| YTD | +135.5% | +11.7% | +123.8% | +138.2% |
| 1Y | +143.4% | +15.7% | +127.7% | +146.8% |
| 3Y | +249.2% | +34.4% | +214.8% | +237.0% |
| 5Y | +343.8% | +67.3% | +276.5% | +305.9% |
| All | +343.8% | +71.7% | +272.2% | +305.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling