+621.7%
HPE vs EW
+256.6%
+365.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -0.6% | -0.3% | -0.2% | -0.5% |
| 30D | -2.3% | +1.0% | -3.3% | -2.7% |
| 3M | -2.9% | +2.8% | -5.7% | -4.1% |
| 6M | +143.6% | +5.5% | +138.1% | +138.2% |
| YTD | +118.5% | +5.5% | +113.1% | +113.3% |
| 1Y | +129.2% | +11.0% | +118.2% | +119.7% |
| 3Y | +212.5% | +17.7% | +194.8% | +180.7% |
| 5Y | +286.9% | -25.7% | +312.7% | +297.1% |
| 10Y | +432.3% | +132.8% | +299.5% | +256.7% |
| All | +621.7% | +256.6% | +365.1% | +318.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling