+343.8%
HPE vs EW
-28.5%
+372.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.5% | +11.3% | +8.5% |
| 7D | +10.1% | -4.4% | +14.6% | +11.1% |
| 30D | +5.3% | -3.3% | +8.6% | +5.9% |
| 3M | +12.7% | +1.0% | +11.7% | +11.9% |
| 6M | +167.7% | +6.2% | +161.4% | +163.0% |
| YTD | +135.5% | +1.7% | +133.7% | +133.3% |
| 1Y | +143.4% | +8.1% | +135.3% | +137.8% |
| 3Y | +249.2% | +17.1% | +232.1% | +225.5% |
| 5Y | +343.8% | -29.4% | +373.2% | +329.2% |
| All | +343.8% | -28.5% | +372.3% | +329.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling