+157.0%
HPE vs IRE
-84.0%
+241.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.8% | +11.9% | +5.6% |
| 7D | +13.6% | +29.0% | -15.4% | +11.6% |
| 30D | +7.7% | +24.2% | -16.5% | +5.5% |
| 3M | +22.4% | -53.2% | +75.5% | +23.4% |
| 6M | +172.6% | -36.0% | +208.6% | +167.5% |
| YTD | +147.5% | -51.0% | +198.5% | +137.2% |
| All | +157.0% | -84.0% | +241.0% | +151.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling