+597.9%
HPE vs ED
+166.0%
+432.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.7% |
| 6M | +66.9% | +13.5% | +53.4% | +63.7% |
| YTD | +111.3% | +23.1% | +88.2% | +104.0% |
| 1Y | +117.5% | +23.1% | +94.4% | +109.8% |
| 3Y | +238.1% | +47.9% | +190.1% | +204.8% |
| 5Y | +292.4% | +83.9% | +208.5% | +229.2% |
| 10Y | +389.3% | +142.1% | +247.2% | +305.9% |
| All | +597.9% | +166.0% | +432.0% | +430.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling