+94.8%
HPE vs IP
-0.2%
+95.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.3% |
| 7D | -18.7% | -5.1% | -13.7% | -18.3% |
| 30D | -37.9% | +8.5% | -46.4% | -38.6% |
| 3M | -14.4% | -13.8% | -0.6% | -12.4% |
| 6M | +48.2% | +5.7% | +42.5% | +44.7% |
| YTD | +88.6% | -9.1% | +97.7% | +93.1% |
| 1Y | +94.8% | -0.8% | +95.6% | +93.2% |
| All | +94.8% | -0.2% | +95.0% | +93.2% |
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