+677.7%
HPE vs EFV
+157.0%
+520.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.4% | +8.5% |
| 7D | +10.1% | +1.0% | +9.2% | +9.0% |
| 30D | +5.3% | +0.2% | +5.1% | +5.1% |
| 3M | +12.7% | +9.6% | +3.1% | +2.1% |
| 6M | +167.7% | +14.0% | +153.6% | +132.0% |
| YTD | +135.5% | +18.5% | +117.0% | +95.7% |
| 1Y | +143.4% | +27.9% | +115.5% | +86.2% |
| 3Y | +249.2% | +92.4% | +156.7% | +70.4% |
| 5Y | +343.8% | +97.2% | +246.7% | +110.7% |
| 10Y | +495.9% | +163.0% | +332.9% | +111.2% |
| All | +677.7% | +157.0% | +520.6% | +197.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling