+232.1%
HPE vs IP
-12.0%
+244.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.1% |
| 7D | -18.7% | -5.1% | -13.7% | -17.3% |
| 30D | -37.9% | +8.5% | -46.4% | -39.8% |
| 3M | -14.4% | -13.8% | -0.6% | -10.5% |
| 6M | +48.2% | +5.7% | +42.5% | +42.1% |
| YTD | +88.6% | -9.1% | +97.7% | +88.9% |
| 1Y | +94.8% | -0.8% | +95.6% | +87.5% |
| 3Y | +202.7% | +14.8% | +187.9% | +155.1% |
| All | +232.1% | -12.0% | +244.1% | +231.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling