+333.3%
HPE vs IR
+332.9%
+0.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | +7.9% | +2.5% | +5.3% | +6.5% |
| 30D | -23.5% | +9.2% | -32.6% | -26.9% |
| 3M | -19.1% | +0.9% | -20.0% | -19.7% |
| 6M | +51.4% | +19.2% | +32.2% | +37.0% |
| YTD | +103.4% | +7.5% | +96.0% | +92.2% |
| 1Y | +114.4% | +11.7% | +102.7% | +98.1% |
| 3Y | +224.7% | +23.9% | +200.8% | +180.1% |
| 5Y | +277.8% | +46.4% | +231.4% | +194.5% |
| All | +333.3% | +332.9% | +0.4% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling