+666.4%
HPE vs IFF
-2.7%
+669.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.1% |
| 7D | +1.4% | -2.8% | +4.2% | +2.5% |
| 30D | +1.5% | -1.1% | +2.7% | +1.8% |
| 3M | +21.7% | +13.8% | +7.9% | +14.6% |
| 6M | +164.2% | +16.7% | +147.5% | +142.3% |
| YTD | +132.1% | +26.1% | +105.9% | +104.9% |
| 1Y | +130.6% | +33.5% | +97.1% | +97.7% |
| 3Y | +244.1% | +31.6% | +212.5% | +187.8% |
| 5Y | +340.8% | -34.9% | +375.7% | +389.6% |
| 10Y | +500.2% | -20.3% | +520.5% | +456.9% |
| All | +666.4% | -2.7% | +669.1% | +572.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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