+529.0%
HPE vs ESI
+330.1%
+199.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.7% |
| 7D | +13.6% | +3.9% | +9.7% | +11.4% |
| 30D | +7.7% | -3.8% | +11.5% | +9.8% |
| 3M | +22.4% | -13.1% | +35.5% | +30.4% |
| 6M | +172.6% | +11.3% | +161.3% | +154.9% |
| YTD | +147.5% | +44.1% | +103.4% | +101.2% |
| 1Y | +151.8% | +40.3% | +111.5% | +106.8% |
| 3Y | +267.1% | +84.1% | +183.0% | +160.0% |
| 5Y | +362.8% | +75.8% | +287.0% | +226.6% |
| All | +529.0% | +330.1% | +199.0% | +182.0% |
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