+677.7%
HPE vs INDA
+88.0%
+589.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.6% | +9.4% | +8.9% |
| 7D | +10.1% | -1.0% | +11.1% | +10.8% |
| 30D | +5.3% | -2.5% | +7.8% | +7.0% |
| 3M | +12.7% | +4.0% | +8.7% | +9.6% |
| 6M | +167.7% | -1.8% | +169.5% | +170.3% |
| YTD | +135.5% | -9.2% | +144.6% | +150.8% |
| 1Y | +143.4% | -7.2% | +150.6% | +154.9% |
| 3Y | +249.2% | +9.8% | +239.3% | +227.0% |
| 5Y | +343.8% | +7.5% | +336.3% | +320.1% |
| 10Y | +495.9% | +80.8% | +415.1% | +278.7% |
| All | +677.7% | +88.0% | +589.7% | +386.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling