+365.4%
HPE vs HAS
+106.1%
+259.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.6% |
| 7D | -7.1% | +2.2% | -9.3% | -7.8% |
| 30D | -35.3% | +29.6% | -64.9% | -41.2% |
| 3M | -10.4% | +30.3% | -40.7% | -19.0% |
| 6M | +52.5% | +25.6% | +26.9% | +38.2% |
| YTD | +100.3% | +50.8% | +49.5% | +68.2% |
| 1Y | +106.4% | +63.0% | +43.4% | +68.0% |
| 3Y | +227.4% | +211.6% | +15.8% | +103.1% |
| 5Y | +250.6% | +50.4% | +200.2% | +181.6% |
| 10Y | +365.4% | +101.9% | +263.5% | +219.4% |
| All | +365.4% | +106.1% | +259.3% | +219.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling