+677.7%
HPE vs HBM
+479.4%
+198.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.8% | +2.0% | +6.5% |
| 7D | +10.1% | +7.4% | +2.8% | +8.5% |
| 30D | +5.3% | +5.1% | +0.2% | +4.0% |
| 3M | +12.7% | +11.1% | +1.6% | +9.5% |
| 6M | +167.7% | +30.2% | +137.4% | +150.1% |
| YTD | +135.5% | +46.2% | +89.2% | +112.4% |
| 1Y | +143.4% | +120.0% | +23.3% | +100.0% |
| 3Y | +249.2% | +527.4% | -278.2% | +123.4% |
| 5Y | +343.8% | +400.4% | -56.5% | +182.5% |
| 10Y | +495.9% | +621.5% | -125.6% | +196.2% |
| All | +677.7% | +479.4% | +198.3% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling