+514.5%
HPE vs IP
+38.8%
+475.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.0% | -7.9% | -10.0% |
| 7D | -25.0% | -5.0% | -20.0% | -23.2% |
| 30D | -37.3% | +6.5% | -43.9% | -39.6% |
| 3M | -16.8% | -18.0% | +1.2% | -9.7% |
| 6M | +47.8% | +10.3% | +37.5% | +36.6% |
| YTD | +86.0% | -9.9% | +95.9% | +85.9% |
| 1Y | +89.6% | -1.1% | +90.7% | +79.8% |
| 3Y | +198.2% | +13.0% | +185.2% | +144.1% |
| 5Y | +227.1% | -12.3% | +239.4% | +205.4% |
| 10Y | +355.6% | +26.8% | +328.8% | +208.2% |
| All | +514.5% | +38.8% | +475.7% | +293.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling