+571.9%
HPE vs ESI
+186.7%
+385.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | +7.9% | +5.5% | +2.3% | +5.4% |
| 30D | -23.5% | -7.8% | -15.7% | -20.3% |
| 3M | -19.1% | -15.0% | -4.1% | -12.6% |
| 6M | +51.4% | -24.9% | +76.3% | +71.7% |
| YTD | +103.4% | +33.2% | +70.2% | +78.3% |
| 1Y | +114.4% | +24.9% | +89.5% | +93.0% |
| 3Y | +224.7% | +77.8% | +146.9% | +150.6% |
| 5Y | +277.8% | +37.1% | +240.6% | +217.1% |
| 10Y | +371.1% | +320.5% | +50.6% | +154.7% |
| All | +571.9% | +186.7% | +385.2% | +267.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling