+621.7%
HPE vs FIVE
+623.7%
-2.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.1% | -9.6% | -5.9% |
| 7D | -0.6% | +4.3% | -4.9% | -1.9% |
| 30D | -2.3% | +12.5% | -14.8% | -5.8% |
| 3M | -2.9% | +31.2% | -34.1% | -10.6% |
| 6M | +143.6% | +14.4% | +129.2% | +131.6% |
| YTD | +118.5% | +33.9% | +84.6% | +98.5% |
| 1Y | +129.2% | +65.1% | +64.1% | +95.5% |
| 3Y | +212.5% | +49.0% | +163.6% | +154.8% |
| 5Y | +286.9% | +30.3% | +256.6% | +214.1% |
| 10Y | +432.3% | +481.1% | -48.8% | +168.4% |
| All | +621.7% | +623.7% | -2.0% | +229.5% |
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