+116.4%
HPE vs EFV
+25.8%
+90.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.1% | -8.8% | -8.4% |
| 7D | -17.0% | +2.9% | -19.9% | -19.2% |
| 30D | -26.7% | +3.6% | -30.3% | -29.2% |
| 3M | -4.1% | -0.1% | -4.0% | -3.8% |
| 6M | +75.4% | +9.6% | +65.8% | +61.9% |
| YTD | +111.0% | +17.0% | +94.0% | +71.6% |
| 1Y | +116.4% | +25.7% | +90.8% | +55.7% |
| All | +116.4% | +25.8% | +90.6% | +55.7% |
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