+597.9%
HPE vs HDB
+79.1%
+518.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | +13.6% | +4.1% | +9.5% | +12.0% |
| 30D | -27.1% | +13.0% | -40.1% | -30.7% |
| 3M | -14.5% | +11.3% | -25.7% | -18.4% |
| 6M | +66.9% | +6.9% | +60.0% | +60.8% |
| YTD | +111.3% | -29.6% | +141.0% | +137.8% |
| 1Y | +117.5% | -29.5% | +147.0% | +144.2% |
| 3Y | +238.1% | -8.1% | +246.2% | +234.3% |
| 5Y | +292.4% | -23.4% | +315.8% | +308.6% |
| 10Y | +389.3% | +62.9% | +326.4% | +213.0% |
| All | +597.9% | +79.1% | +518.9% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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