+597.9%
HPE vs EW
+319.7%
+278.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +13.6% | +4.9% | +8.6% | +12.0% |
| 30D | -27.1% | +24.1% | -51.2% | -31.8% |
| 3M | -14.5% | +13.7% | -28.2% | -18.2% |
| 6M | +66.9% | +32.7% | +34.2% | +51.7% |
| YTD | +111.3% | +24.1% | +87.2% | +95.3% |
| 1Y | +117.5% | +23.6% | +93.9% | +101.2% |
| 3Y | +238.1% | +64.8% | +173.3% | +171.0% |
| 5Y | +292.4% | -8.8% | +301.2% | +276.6% |
| 10Y | +389.3% | +248.8% | +140.6% | +193.7% |
| All | +597.9% | +319.7% | +278.2% | +283.1% |
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