+104.3%
HPE vs IP
-3.2%
+107.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -9.7% | 0.0% | -9.8% | -9.7% |
| 30D | -34.8% | +9.4% | -44.1% | -35.6% |
| 3M | -12.1% | -14.1% | +1.9% | -9.9% |
| 6M | +53.7% | +9.2% | +44.5% | +49.3% |
| YTD | +101.9% | -7.5% | +109.5% | +106.2% |
| 1Y | +104.3% | -2.8% | +107.1% | +105.6% |
| All | +104.3% | -3.2% | +107.6% | +105.6% |
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