+114.4%
HPE vs FIVE
+62.4%
+51.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +7.9% | +2.7% | +5.2% | +7.4% |
| 30D | -23.5% | +12.7% | -36.1% | -24.6% |
| 3M | -19.1% | +2.1% | -21.1% | -19.2% |
| 6M | +51.4% | +17.5% | +33.9% | +45.5% |
| YTD | +103.4% | +31.0% | +72.5% | +88.9% |
| 1Y | +114.4% | +67.7% | +46.7% | +81.4% |
| All | +114.4% | +62.4% | +51.9% | +81.4% |
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