+440.9%
HPE vs IP
+23.2%
+417.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -5.5% |
| 7D | -0.6% | -5.3% | +4.7% | +1.8% |
| 30D | -2.3% | -10.9% | +8.6% | +2.8% |
| 3M | -2.9% | +11.2% | -14.0% | -9.2% |
| 6M | +143.6% | -10.2% | +153.8% | +148.7% |
| YTD | +118.5% | -2.0% | +120.5% | +112.2% |
| 1Y | +129.2% | -19.1% | +148.3% | +142.4% |
| 3Y | +212.5% | +20.9% | +191.7% | +151.9% |
| 5Y | +286.9% | -17.8% | +304.7% | +283.0% |
| All | +440.9% | +23.2% | +417.7% | +301.3% |
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