+116.4%
HPE vs IRE
-97.6%
+214.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -23.2% | +17.6% | -3.6% |
| 7D | -17.0% | -46.8% | +29.9% | -12.9% |
| 30D | -26.7% | -75.5% | +48.8% | -19.2% |
| 3M | -4.1% | -79.4% | +75.3% | +5.8% |
| 6M | +75.4% | -91.3% | +166.7% | +97.5% |
| YTD | +111.0% | -90.8% | +201.9% | +126.4% |
| 1Y | +116.4% | -97.7% | +214.2% | +142.8% |
| All | +116.4% | -97.6% | +214.0% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling