+521.8%
HPE vs INVH
+75.4%
+446.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.5% |
| 7D | +19.4% | -3.0% | +22.4% | +21.0% |
| 30D | +5.6% | -7.5% | +13.1% | +9.0% |
| 3M | +33.1% | -5.5% | +38.6% | +35.4% |
| 6M | +192.5% | +11.7% | +180.7% | +174.9% |
| YTD | +160.9% | +1.3% | +159.6% | +155.5% |
| 1Y | +155.0% | -6.1% | +161.0% | +157.8% |
| 3Y | +289.4% | -9.8% | +299.2% | +295.2% |
| 5Y | +395.7% | -19.7% | +415.3% | +422.2% |
| All | +521.8% | +75.4% | +446.4% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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