+677.7%
HPE vs IEF
+9.6%
+668.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.7% |
| 7D | +10.1% | +0.1% | +10.1% | +10.2% |
| 30D | +5.3% | -0.7% | +6.0% | +4.5% |
| 3M | +12.7% | -0.4% | +13.1% | +12.2% |
| 6M | +167.7% | -2.5% | +170.1% | +160.3% |
| YTD | +135.5% | -1.6% | +137.0% | +131.3% |
| 1Y | +143.4% | -1.3% | +144.7% | +140.1% |
| 3Y | +249.2% | +10.1% | +239.1% | +286.0% |
| 5Y | +343.8% | -8.3% | +352.1% | +241.7% |
| 10Y | +495.9% | +4.5% | +491.4% | +497.0% |
| All | +677.7% | +9.6% | +668.0% | +735.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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