+621.7%
HPE vs HAS
+73.1%
+548.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -0.6% | -1.8% | +1.2% | +0.1% |
| 30D | -2.3% | +2.3% | -4.6% | -3.2% |
| 3M | -2.9% | +10.4% | -13.2% | -7.0% |
| 6M | +143.6% | -3.2% | +146.8% | +142.5% |
| YTD | +118.5% | +15.4% | +103.1% | +102.9% |
| 1Y | +129.2% | +18.8% | +110.4% | +110.0% |
| 3Y | +212.5% | +43.9% | +168.6% | +158.7% |
| 5Y | +286.9% | +13.9% | +273.0% | +243.8% |
| 10Y | +432.3% | +56.4% | +375.9% | +284.1% |
| All | +621.7% | +73.1% | +548.6% | +364.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling