+540.2%
HPE vs ES
+83.1%
+457.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.5% |
| 7D | +13.6% | 0.0% | +13.6% | +13.7% |
| 30D | +7.7% | -1.0% | +8.7% | +8.0% |
| 3M | +22.4% | +1.5% | +20.9% | +21.5% |
| 6M | +172.6% | -3.5% | +176.1% | +173.5% |
| YTD | +147.5% | +7.0% | +140.5% | +141.0% |
| 1Y | +151.8% | +15.3% | +136.5% | +139.1% |
| 3Y | +267.1% | +30.2% | +236.9% | +227.9% |
| 5Y | +362.8% | -4.3% | +367.0% | +356.1% |
| 10Y | +540.2% | +87.5% | +452.7% | +431.6% |
| All | +540.2% | +83.1% | +457.0% | +431.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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