+250.6%
HPE vs HD
+8.5%
+242.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +5.2% |
| 7D | -7.1% | +3.6% | -10.7% | -8.4% |
| 30D | -35.3% | +21.6% | -56.8% | -40.2% |
| 3M | -10.4% | +0.1% | -10.6% | -10.8% |
| 6M | +52.5% | +13.0% | +39.5% | +42.4% |
| YTD | +100.3% | +4.9% | +95.3% | +92.8% |
| 1Y | +106.4% | -2.1% | +108.5% | +105.2% |
| 3Y | +227.4% | +32.6% | +194.8% | +175.5% |
| 5Y | +250.6% | +8.2% | +242.3% | +207.0% |
| All | +250.6% | +8.5% | +242.1% | +207.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling