+563.1%
HPE vs INDA
+84.7%
+478.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.5% | +11.8% |
| 7D | +19.4% | -2.7% | +22.1% | +21.5% |
| 30D | +5.6% | -2.8% | +8.4% | +7.5% |
| 3M | +33.1% | +1.6% | +31.4% | +31.6% |
| 6M | +192.5% | -1.4% | +193.9% | +194.8% |
| YTD | +160.9% | -10.1% | +171.1% | +179.3% |
| 1Y | +155.0% | -8.8% | +163.7% | +169.7% |
| 3Y | +289.4% | +7.6% | +281.8% | +271.2% |
| 5Y | +395.7% | +5.8% | +389.9% | +375.9% |
| All | +563.1% | +84.7% | +478.4% | +361.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling