+388.5%
HPE vs ESI
+321.1%
+67.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +1.0% |
| 7D | +13.6% | +8.3% | +5.3% | +9.0% |
| 30D | -27.1% | -10.4% | -16.7% | -22.4% |
| 3M | -14.5% | -13.2% | -1.3% | -7.4% |
| 6M | +66.9% | -23.9% | +90.8% | +91.9% |
| YTD | +111.3% | +34.2% | +77.1% | +78.6% |
| 1Y | +117.5% | +22.2% | +95.2% | +92.6% |
| 3Y | +238.1% | +79.2% | +158.9% | +142.9% |
| 5Y | +292.4% | +38.1% | +254.3% | +212.2% |
| All | +388.5% | +321.1% | +67.4% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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