+340.8%
HPE vs HIG
+118.8%
+222.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.3% |
| 7D | +1.4% | -2.3% | +3.7% | +2.5% |
| 30D | +1.5% | -1.2% | +2.8% | +2.0% |
| 3M | +21.7% | +6.3% | +15.4% | +16.9% |
| 6M | +164.2% | +0.6% | +163.6% | +159.6% |
| YTD | +132.1% | +0.6% | +131.4% | +127.8% |
| 1Y | +130.6% | +6.1% | +124.5% | +118.7% |
| 3Y | +244.1% | +102.0% | +142.1% | +105.7% |
| 5Y | +340.8% | +119.2% | +221.6% | +144.4% |
| All | +340.8% | +118.8% | +222.1% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling