+116.4%
HPE vs INDA
-7.3%
+123.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.7% | -8.4% | -6.9% |
| 7D | -17.0% | +6.9% | -23.9% | -20.0% |
| 30D | -26.7% | +7.4% | -34.2% | -29.8% |
| 3M | -4.1% | -1.0% | -3.2% | -2.7% |
| 6M | +75.4% | +2.9% | +72.5% | +72.7% |
| YTD | +111.0% | -7.4% | +118.5% | +115.5% |
| 1Y | +116.4% | -7.4% | +123.8% | +119.0% |
| All | +116.4% | -7.3% | +123.8% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling