+249.2%
HPE vs IR
+8.4%
+240.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.6% | +9.4% | +8.6% |
| 7D | +10.1% | +0.6% | +9.5% | +9.7% |
| 30D | +5.3% | -13.6% | +18.9% | +13.2% |
| 3M | +12.7% | +3.7% | +9.0% | +9.2% |
| 6M | +167.7% | -13.1% | +180.7% | +183.3% |
| YTD | +135.5% | -5.1% | +140.6% | +136.8% |
| 1Y | +143.4% | -6.5% | +149.9% | +145.6% |
| 3Y | +249.2% | +8.5% | +240.7% | +220.4% |
| All | +249.2% | +8.4% | +240.8% | +220.4% |
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