+246.3%
HPE vs EFV
+88.2%
+158.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -6.0% | -5.9% |
| 7D | +1.4% | -2.0% | +3.4% | +3.5% |
| 30D | +1.5% | -0.2% | +1.7% | +1.7% |
| 3M | +21.7% | +9.1% | +12.6% | +11.4% |
| 6M | +164.2% | +11.7% | +152.5% | +135.7% |
| YTD | +132.1% | +17.0% | +115.0% | +96.8% |
| 1Y | +130.6% | +26.7% | +103.9% | +80.4% |
| All | +246.3% | +88.2% | +158.1% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling