+540.2%
HPE vs FIVE
+486.0%
+54.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.9% | +5.9% |
| 7D | +13.6% | +1.7% | +12.0% | +12.9% |
| 30D | +7.7% | +5.0% | +2.7% | +6.0% |
| 3M | +22.4% | +29.5% | -7.1% | +13.2% |
| 6M | +172.6% | +12.4% | +160.2% | +160.5% |
| YTD | +147.5% | +31.2% | +116.3% | +126.3% |
| 1Y | +151.8% | +72.9% | +78.9% | +112.6% |
| 3Y | +267.1% | +53.0% | +214.0% | +197.2% |
| 5Y | +362.8% | +34.2% | +328.6% | +272.7% |
| 10Y | +540.2% | +497.6% | +42.5% | +250.6% |
| All | +540.2% | +486.0% | +54.2% | +250.6% |
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