+289.4%
HPE vs INDA
+7.9%
+281.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.5% | +11.7% |
| 7D | +19.4% | -2.7% | +22.1% | +21.9% |
| 30D | +5.6% | -2.8% | +8.4% | +7.9% |
| 3M | +33.1% | +1.6% | +31.4% | +31.0% |
| 6M | +192.5% | -1.4% | +193.9% | +193.9% |
| YTD | +160.9% | -10.1% | +171.1% | +183.1% |
| 1Y | +155.0% | -8.8% | +163.7% | +172.1% |
| 3Y | +289.4% | +7.6% | +281.8% | +245.8% |
| All | +289.4% | +7.9% | +281.6% | +245.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling