+394.2%
HPE vs IR
+271.9%
+122.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.6% | -5.9% |
| 7D | +1.4% | -3.1% | +4.5% | +2.9% |
| 30D | +1.5% | -14.0% | +15.6% | +9.4% |
| 3M | +21.7% | +3.7% | +18.0% | +18.2% |
| 6M | +164.2% | -15.4% | +179.5% | +182.9% |
| YTD | +132.1% | -7.7% | +139.7% | +137.1% |
| 1Y | +130.6% | -8.8% | +139.5% | +136.3% |
| 3Y | +244.1% | +5.6% | +238.5% | +221.7% |
| 5Y | +340.8% | +34.3% | +306.5% | +259.4% |
| All | +394.2% | +271.9% | +122.4% | +167.0% |
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