+370.3%
HPE vs IP
+20.8%
+349.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.2% | -4.4% |
| 7D | +7.9% | -0.3% | +8.2% | +8.0% |
| 30D | -23.5% | +7.9% | -31.4% | -26.6% |
| 3M | -19.1% | -15.3% | -3.8% | -13.6% |
| 6M | +51.4% | +10.5% | +40.9% | +40.3% |
| YTD | +103.4% | -9.4% | +112.8% | +102.9% |
| 1Y | +114.4% | -4.6% | +119.0% | +107.8% |
| 3Y | +224.7% | +21.2% | +203.4% | +156.0% |
| 5Y | +277.8% | -13.3% | +291.1% | +256.1% |
| All | +370.3% | +20.8% | +349.4% | +234.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling