+370.3%
HPE vs ESI
+318.1%
+52.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.3% |
| 7D | +7.9% | +5.5% | +2.3% | +4.9% |
| 30D | -23.5% | -7.8% | -15.7% | -19.8% |
| 3M | -19.1% | -15.0% | -4.1% | -11.4% |
| 6M | +51.4% | -24.9% | +76.3% | +75.3% |
| YTD | +103.4% | +33.2% | +70.2% | +72.6% |
| 1Y | +114.4% | +24.9% | +89.5% | +87.8% |
| 3Y | +224.7% | +77.8% | +146.9% | +134.3% |
| 5Y | +277.8% | +37.1% | +240.6% | +201.7% |
| All | +370.3% | +318.1% | +52.2% | +106.9% |
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