+621.7%
HPE vs ED
+139.1%
+482.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.1% | -4.3% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -2.3% | -0.1% | -2.2% | -2.3% |
| 3M | -2.9% | +3.9% | -6.8% | -3.6% |
| 6M | +143.6% | -3.0% | +146.6% | +143.9% |
| YTD | +118.5% | +10.7% | +107.8% | +113.9% |
| 1Y | +129.2% | +13.3% | +115.9% | +123.0% |
| 3Y | +212.5% | +34.5% | +178.0% | +184.4% |
| 5Y | +286.9% | +67.1% | +219.8% | +227.7% |
| 10Y | +432.3% | +103.0% | +329.3% | +346.9% |
| All | +621.7% | +139.1% | +482.6% | +456.5% |
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