+563.1%
HPE vs HIG
+313.7%
+249.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.8% | +12.6% |
| 7D | +19.4% | -1.5% | +20.9% | +20.1% |
| 30D | +5.6% | -0.4% | +6.0% | +5.7% |
| 3M | +33.1% | +6.7% | +26.4% | +27.9% |
| 6M | +192.5% | +2.0% | +190.5% | +185.5% |
| YTD | +160.9% | +0.3% | +160.6% | +156.6% |
| 1Y | +155.0% | +4.2% | +150.8% | +145.4% |
| 3Y | +289.4% | +102.2% | +187.2% | +162.3% |
| 5Y | +395.7% | +118.5% | +277.2% | +220.2% |
| All | +563.1% | +313.7% | +249.5% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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