+340.8%
HPE vs INDA
+4.5%
+336.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -5.1% | -5.3% |
| 7D | +1.4% | -3.6% | +5.1% | +4.4% |
| 30D | +1.5% | -4.0% | +5.5% | +4.8% |
| 3M | +21.7% | +1.7% | +20.0% | +19.8% |
| 6M | +164.2% | -3.6% | +167.8% | +170.8% |
| YTD | +132.1% | -11.0% | +143.0% | +154.0% |
| 1Y | +130.6% | -9.5% | +140.1% | +148.2% |
| 3Y | +244.1% | +7.6% | +236.5% | +218.5% |
| 5Y | +340.8% | +4.8% | +336.0% | +295.0% |
| All | +340.8% | +4.5% | +336.3% | +295.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling