+561.5%
HPE vs ES
+96.2%
+465.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.3% |
| 7D | -7.1% | -0.1% | -7.0% | -7.2% |
| 30D | -35.3% | +5.7% | -41.0% | -36.3% |
| 3M | -10.4% | -2.8% | -7.7% | -10.1% |
| 6M | +52.5% | +7.0% | +45.5% | +48.8% |
| YTD | +100.3% | +6.8% | +93.5% | +94.6% |
| 1Y | +106.4% | -0.5% | +106.8% | +103.7% |
| 3Y | +227.4% | +47.2% | +180.2% | +181.1% |
| 5Y | +250.6% | +2.3% | +248.3% | +236.5% |
| 10Y | +365.4% | +85.6% | +279.7% | +287.4% |
| All | +561.5% | +96.2% | +465.3% | +414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling