+130.6%
HPE vs FIVE
+69.1%
+61.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.4% | -3.9% | -5.7% |
| 7D | +1.4% | +0.6% | +0.9% | +1.2% |
| 30D | +1.5% | +3.0% | -1.5% | +0.5% |
| 3M | +21.7% | +23.2% | -1.5% | +14.4% |
| 6M | +164.2% | +9.2% | +155.0% | +154.9% |
| YTD | +132.1% | +28.1% | +104.0% | +110.7% |
| 1Y | +130.6% | +65.3% | +65.4% | +90.4% |
| All | +130.6% | +69.1% | +61.6% | +90.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling