+117.5%
HPE vs EW
+24.1%
+93.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +13.6% | +4.9% | +8.6% | +14.1% |
| 30D | -27.1% | +24.1% | -51.2% | -25.8% |
| 3M | -14.5% | +13.7% | -28.2% | -12.0% |
| 6M | +66.9% | +32.7% | +34.2% | +63.5% |
| YTD | +111.3% | +24.1% | +87.2% | +115.3% |
| 1Y | +117.5% | +23.6% | +93.9% | +121.7% |
| All | +117.5% | +24.1% | +93.4% | +121.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling