+111.3%
HPE vs IRE
-98.1%
+209.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.4% | +10.6% | -2.4% |
| 7D | +7.9% | -31.8% | +39.7% | +11.2% |
| 30D | -23.5% | -71.8% | +48.3% | -16.7% |
| 3M | -19.1% | -88.9% | +69.8% | -7.0% |
| 6M | +51.4% | -95.4% | +146.8% | +76.4% |
| YTD | +103.4% | -94.2% | +197.7% | +124.6% |
| 1Y | +114.4% | -97.1% | +211.5% | +140.5% |
| All | +111.3% | -98.1% | +209.4% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling