+57.3%
HPE vs ESI
-24.8%
+82.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +1.5% |
| 7D | +13.6% | +8.3% | +5.3% | +6.8% |
| 30D | -27.1% | -10.4% | -16.7% | -20.7% |
| 3M | -14.5% | -13.2% | -1.3% | -5.3% |
| All | +57.3% | -24.8% | +82.1% | +83.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling