+599.2%
HPE vs ED
+165.6%
+433.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | -28.6% | +11.2% | -39.7% | -29.5% |
| 3M | -7.4% | +11.8% | -19.1% | -8.7% |
| 6M | +63.7% | +14.1% | +49.6% | +60.4% |
| YTD | +111.7% | +23.0% | +88.7% | +104.4% |
| 1Y | +123.5% | +23.7% | +99.8% | +115.4% |
| 3Y | +238.7% | +47.7% | +190.9% | +205.4% |
| 5Y | +261.0% | +82.6% | +178.4% | +203.5% |
| 10Y | +390.2% | +141.8% | +248.4% | +306.7% |
| All | +599.2% | +165.6% | +433.6% | +431.9% |
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 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