+365.4%
HPE vs FIVE
+596.6%
-231.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.6% | +0.6% | +4.7% |
| 7D | -7.1% | +6.2% | -13.3% | -8.6% |
| 30D | -35.3% | +18.2% | -53.5% | -38.2% |
| 3M | -10.4% | +3.8% | -14.3% | -12.0% |
| 6M | +52.5% | +13.7% | +38.7% | +45.1% |
| YTD | +100.3% | +34.7% | +65.6% | +81.2% |
| 1Y | +106.4% | +66.6% | +39.7% | +75.9% |
| 3Y | +227.4% | +44.3% | +183.1% | +169.3% |
| 5Y | +250.6% | +18.8% | +231.8% | +192.8% |
| 10Y | +365.4% | +569.2% | -203.8% | +162.1% |
| All | +365.4% | +596.6% | -231.2% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling