+372.4%
HPE vs HD
+253.5%
+118.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -9.7% | +5.2% | -14.9% | -12.1% |
| 30D | -34.8% | +20.7% | -55.5% | -41.2% |
| 3M | -12.1% | +0.8% | -12.9% | -13.6% |
| 6M | +53.7% | +12.2% | +41.5% | +40.9% |
| YTD | +101.9% | +4.2% | +97.7% | +91.4% |
| 1Y | +104.3% | -2.6% | +106.9% | +100.5% |
| 3Y | +223.1% | +30.0% | +193.0% | +164.6% |
| 5Y | +249.2% | +8.1% | +241.1% | +210.5% |
| 10Y | +372.4% | +247.2% | +125.3% | +143.8% |
| All | +372.4% | +253.5% | +118.9% | +143.8% |
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