+677.7%
HPE vs IBN
+284.9%
+392.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.5% | +10.3% | +8.6% |
| 7D | +10.1% | -2.2% | +12.3% | +10.9% |
| 30D | +5.3% | -2.3% | +7.6% | +6.0% |
| 3M | +12.7% | +15.9% | -3.2% | +6.8% |
| 6M | +167.7% | +5.6% | +162.1% | +161.3% |
| YTD | +135.5% | -0.1% | +135.5% | +133.9% |
| 1Y | +143.4% | -6.5% | +149.9% | +146.8% |
| 3Y | +249.2% | +29.3% | +219.9% | +213.8% |
| 5Y | +343.8% | +56.6% | +287.3% | +270.2% |
| 10Y | +495.9% | +314.4% | +181.5% | +247.3% |
| All | +677.7% | +284.9% | +392.8% | +379.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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