+396.0%
HPE vs HBM
+327.6%
+68.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.5% | +12.9% | +12.6% |
| 7D | +19.4% | -3.3% | +22.7% | +20.6% |
| 30D | +5.6% | -4.8% | +10.4% | +6.8% |
| 3M | +33.1% | -0.4% | +33.5% | +32.2% |
| 6M | +192.5% | +17.9% | +174.6% | +177.4% |
| YTD | +160.9% | +33.7% | +127.2% | +136.6% |
| 1Y | +155.0% | +95.6% | +59.4% | +108.6% |
| 3Y | +289.4% | +458.1% | -168.7% | +138.0% |
| All | +396.0% | +327.6% | +68.4% | +202.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling