+116.4%
HPE vs IP
+2.3%
+114.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.5% | -7.2% | -5.8% |
| 7D | -17.0% | +3.4% | -20.4% | -17.4% |
| 30D | -26.7% | +11.2% | -38.0% | -27.8% |
| 3M | -4.1% | -14.8% | +10.6% | -1.6% |
| 6M | +75.4% | +17.3% | +58.1% | +68.5% |
| YTD | +111.0% | -6.2% | +117.2% | +115.2% |
| 1Y | +116.4% | +2.3% | +114.1% | +113.5% |
| All | +116.4% | +2.3% | +114.2% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling