+540.2%
HPE vs HD
+203.3%
+336.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.7% |
| 7D | +13.6% | -1.8% | +15.5% | +14.5% |
| 30D | +7.7% | -10.8% | +18.6% | +13.8% |
| 3M | +22.4% | -2.7% | +25.1% | +22.4% |
| 6M | +172.6% | -10.3% | +182.9% | +182.8% |
| YTD | +147.5% | -7.8% | +155.3% | +152.3% |
| 1Y | +151.8% | -23.1% | +174.9% | +183.3% |
| 3Y | +267.1% | +2.0% | +265.0% | +246.6% |
| 5Y | +362.8% | +6.2% | +356.5% | +313.9% |
| 10Y | +540.2% | +210.2% | +330.0% | +235.8% |
| All | +540.2% | +203.3% | +336.9% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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