+225.0%
HPE vs FIVE
+56.0%
+169.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.1% | -9.6% | -5.7% |
| 7D | -0.6% | +4.3% | -4.9% | -1.7% |
| 30D | -2.3% | +12.5% | -14.8% | -5.4% |
| 3M | -2.9% | +31.2% | -34.1% | -9.6% |
| 6M | +143.6% | +14.4% | +129.2% | +133.3% |
| YTD | +118.5% | +33.9% | +84.6% | +101.1% |
| 1Y | +129.2% | +65.1% | +64.1% | +99.7% |
| All | +225.0% | +56.0% | +169.0% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling