+677.7%
HPE vs HIG
+264.2%
+413.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.0% | +9.7% | +8.7% |
| 7D | +10.1% | -1.1% | +11.2% | +10.7% |
| 30D | +5.3% | -4.9% | +10.2% | +7.7% |
| 3M | +12.7% | +6.8% | +5.9% | +8.1% |
| 6M | +167.7% | -1.7% | +169.3% | +166.0% |
| YTD | +135.5% | -0.2% | +135.7% | +132.1% |
| 1Y | +143.4% | +5.7% | +137.7% | +132.3% |
| 3Y | +249.2% | +100.3% | +148.9% | +134.5% |
| 5Y | +343.8% | +118.5% | +225.4% | +184.2% |
| 10Y | +495.9% | +309.7% | +186.1% | +157.5% |
| All | +677.7% | +264.2% | +413.4% | +273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling