+227.4%
HPE vs IR
+30.5%
+196.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.7% | +1.5% | +3.8% |
| 7D | -7.1% | +5.0% | -12.1% | -9.1% |
| 30D | -35.3% | +10.3% | -45.6% | -38.4% |
| 3M | -10.4% | -0.1% | -10.4% | -10.5% |
| 6M | +52.5% | +14.8% | +37.7% | +40.5% |
| YTD | +100.3% | +9.7% | +90.5% | +87.0% |
| 1Y | +106.4% | +12.2% | +94.2% | +89.7% |
| 3Y | +227.4% | +30.0% | +197.4% | +155.2% |
| All | +227.4% | +30.5% | +196.9% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling