+365.4%
HPE vs IP
+31.6%
+333.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +4.9% |
| 7D | -7.1% | -3.0% | -4.1% | -5.8% |
| 30D | -35.3% | +10.6% | -45.9% | -38.5% |
| 3M | -10.4% | -13.6% | +3.1% | -5.2% |
| 6M | +52.5% | +10.4% | +42.1% | +41.4% |
| YTD | +100.3% | -6.5% | +106.8% | +97.1% |
| 1Y | +106.4% | -2.1% | +108.5% | +97.8% |
| 3Y | +227.4% | +22.0% | +205.4% | +158.7% |
| 5Y | +250.6% | -9.7% | +260.3% | +224.6% |
| 10Y | +365.4% | +26.8% | +338.6% | +241.5% |
| All | +365.4% | +31.6% | +333.7% | +241.5% |
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 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