+129.2%
HPE vs EFV
+30.7%
+98.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.3% | -4.3% |
| 7D | -0.6% | +1.5% | -2.1% | -2.0% |
| 30D | -2.3% | +1.7% | -4.0% | -4.0% |
| 3M | -2.9% | +8.6% | -11.5% | -10.3% |
| 6M | +143.6% | +11.7% | +131.9% | +117.6% |
| YTD | +118.5% | +19.3% | +99.2% | +76.2% |
| 1Y | +129.2% | +30.2% | +99.0% | +65.9% |
| All | +129.2% | +30.7% | +98.5% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling