+343.8%
HPE vs IR
+46.5%
+297.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.8% |
| 3M | +12.7% | +3.7% | +9.0% | +9.1% |
| 6M | +167.7% | -13.1% | +180.7% | +184.1% |
| YTD | +135.5% | -5.1% | +140.6% | +136.9% |
| 1Y | +143.4% | -6.5% | +149.9% | +145.9% |
| 3Y | +249.2% | +8.5% | +240.7% | +212.7% |
| 5Y | +343.8% | +43.3% | +300.5% | +225.2% |
| All | +343.8% | +46.5% | +297.3% | +225.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling