+227.4%
HPE vs IP
+20.2%
+207.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +5.5% |
| 7D | -7.1% | -3.0% | -4.1% | -6.4% |
| 30D | -35.3% | +10.6% | -45.9% | -37.0% |
| 3M | -10.4% | -13.6% | +3.1% | -7.3% |
| 6M | +52.5% | +10.4% | +42.1% | +46.2% |
| YTD | +100.3% | -6.5% | +106.8% | +99.9% |
| 1Y | +106.4% | -2.1% | +108.5% | +102.7% |
| 3Y | +227.4% | +22.0% | +205.4% | +201.6% |
| All | +227.4% | +20.2% | +207.2% | +201.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling