+563.1%
HPE vs EFV
+169.9%
+393.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.4% | +11.3% |
| 7D | +19.4% | -0.8% | +20.2% | +20.5% |
| 30D | +5.6% | +0.6% | +5.0% | +5.0% |
| 3M | +33.1% | +7.5% | +25.5% | +23.0% |
| 6M | +192.5% | +13.0% | +179.4% | +155.6% |
| YTD | +160.9% | +18.3% | +142.6% | +116.7% |
| 1Y | +155.0% | +26.7% | +128.2% | +96.5% |
| 3Y | +289.4% | +89.6% | +199.8% | +91.3% |
| 5Y | +395.7% | +98.2% | +297.4% | +131.3% |
| All | +563.1% | +169.9% | +393.2% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling