+489.7%
HPE vs EW
+126.7%
+363.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.5% |
| 7D | +1.4% | -3.4% | +4.8% | +2.4% |
| 30D | +1.5% | -7.4% | +8.9% | +3.8% |
| 3M | +21.7% | +0.9% | +20.8% | +20.7% |
| 6M | +164.2% | +1.2% | +163.0% | +161.4% |
| YTD | +132.1% | +1.8% | +130.3% | +128.7% |
| 1Y | +130.6% | +10.8% | +119.8% | +121.0% |
| 3Y | +244.1% | +17.1% | +227.0% | +208.5% |
| 5Y | +340.8% | -28.2% | +369.0% | +357.6% |
| All | +489.7% | +126.7% | +363.0% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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