+599.2%
HPE vs EW
+319.7%
+279.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.3% |
| 7D | +0.3% | +6.5% | -6.2% | -1.5% |
| 30D | -28.6% | +22.5% | -51.0% | -32.9% |
| 3M | -7.4% | +13.0% | -20.3% | -11.2% |
| 6M | +63.7% | +37.1% | +26.6% | +47.2% |
| YTD | +111.7% | +24.1% | +87.6% | +95.6% |
| 1Y | +123.5% | +24.2% | +99.2% | +106.4% |
| 3Y | +238.7% | +64.8% | +173.9% | +171.5% |
| 5Y | +261.0% | -7.4% | +268.5% | +244.3% |
| 10Y | +390.2% | +248.8% | +141.4% | +194.2% |
| All | +599.2% | +319.7% | +279.5% | +283.8% |
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 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