+563.1%
HPE vs HBM
+619.2%
-56.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.5% | +12.9% | +12.6% |
| 7D | +19.4% | -3.3% | +22.7% | +20.4% |
| 30D | +5.6% | -4.8% | +10.4% | +6.7% |
| 3M | +33.1% | -0.4% | +33.5% | +32.4% |
| 6M | +192.5% | +17.9% | +174.6% | +178.8% |
| YTD | +160.9% | +33.7% | +127.2% | +139.0% |
| 1Y | +155.0% | +95.6% | +59.4% | +113.1% |
| 3Y | +289.4% | +458.1% | -168.7% | +149.8% |
| 5Y | +395.7% | +329.0% | +66.7% | +218.5% |
| All | +563.1% | +619.2% | -56.1% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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