+95.9%
HPE vs IRE
-97.2%
+193.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +39.6% | -38.2% | -2.2% |
| 7D | -18.7% | -27.2% | +8.4% | -17.4% |
| 30D | -37.9% | -75.1% | +37.2% | -32.2% |
| 3M | -14.4% | -77.9% | +63.5% | -6.7% |
| 6M | +48.2% | -94.6% | +142.8% | +68.7% |
| YTD | +88.6% | -91.5% | +180.2% | +101.9% |
| 1Y | +94.8% | -97.8% | +192.6% | +116.3% |
| All | +95.9% | -97.2% | +193.1% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling