+372.4%
HPE vs ES
+87.3%
+285.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -9.7% | +0.9% | -10.6% | -10.0% |
| 30D | -34.8% | +5.9% | -40.7% | -35.8% |
| 3M | -12.1% | -1.0% | -11.1% | -12.2% |
| 6M | +53.7% | +7.2% | +46.6% | +49.9% |
| YTD | +101.9% | +7.0% | +94.9% | +96.1% |
| 1Y | +104.3% | +0.5% | +103.9% | +101.2% |
| 3Y | +223.1% | +48.7% | +174.4% | +176.2% |
| 5Y | +249.2% | +1.9% | +247.2% | +235.9% |
| 10Y | +372.4% | +89.2% | +283.3% | +324.3% |
| All | +372.4% | +87.3% | +285.1% | +324.3% |
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