+114.4%
HPE vs HD
-3.5%
+117.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.9% | -3.7% |
| 7D | +7.9% | +1.5% | +6.3% | +8.2% |
| 30D | -23.5% | +18.0% | -41.5% | -20.6% |
| 3M | -19.1% | +2.8% | -21.9% | -16.7% |
| 6M | +51.4% | +17.0% | +34.4% | +52.6% |
| YTD | +103.4% | +3.5% | +99.9% | +112.6% |
| 1Y | +114.4% | -2.6% | +117.0% | +126.1% |
| All | +114.4% | -3.5% | +117.9% | +126.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling