+522.9%
HPE vs FIVE
+589.5%
-66.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -18.7% | -0.3% | -18.5% | -18.7% |
| 30D | -37.9% | +17.7% | -55.6% | -40.7% |
| 3M | -14.4% | +4.0% | -18.4% | -16.0% |
| 6M | +48.2% | +2.6% | +45.6% | +45.0% |
| YTD | +88.6% | +27.6% | +61.0% | +72.9% |
| 1Y | +94.8% | +59.9% | +34.8% | +67.4% |
| 3Y | +202.7% | +35.8% | +166.9% | +152.6% |
| 5Y | +231.6% | +14.4% | +217.2% | +179.2% |
| 10Y | +361.9% | +576.1% | -214.2% | +120.0% |
| All | +522.9% | +589.5% | -66.6% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling