+261.0%
HPE vs IP
-13.0%
+274.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.2% | +5.3% |
| 7D | +0.3% | -2.8% | +3.1% | +1.4% |
| 30D | -28.6% | +9.2% | -37.8% | -30.9% |
| 3M | -7.4% | -16.1% | +8.8% | -2.2% |
| 6M | +63.7% | +9.6% | +54.1% | +54.8% |
| YTD | +111.7% | -8.8% | +120.5% | +111.8% |
| 1Y | +123.5% | -5.5% | +129.0% | +119.9% |
| 3Y | +238.7% | +19.6% | +219.1% | +179.1% |
| 5Y | +261.0% | -13.5% | +274.5% | +264.4% |
| All | +261.0% | -13.0% | +274.0% | +264.4% |
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