+261.0%
HPE vs ESI
+44.9%
+216.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.0% | +0.9% | +2.5% |
| 7D | +0.3% | +1.8% | -1.5% | -0.4% |
| 30D | -28.6% | -6.6% | -22.0% | -25.3% |
| 3M | -7.4% | -9.4% | +2.0% | -1.5% |
| 6M | +63.7% | -24.1% | +87.8% | +90.0% |
| YTD | +111.7% | +37.1% | +74.6% | +72.7% |
| 1Y | +123.5% | +24.5% | +98.9% | +92.4% |
| 3Y | +238.7% | +83.2% | +155.5% | +128.5% |
| 5Y | +261.0% | +44.0% | +217.1% | +158.4% |
| All | +261.0% | +44.9% | +216.2% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling