+563.1%
HPE vs IT
+103.1%
+460.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +5.3% | +7.2% | +10.7% |
| 7D | +19.4% | -3.7% | +23.1% | +20.6% |
| 30D | +5.6% | +0.1% | +5.5% | +5.0% |
| 3M | +33.1% | +20.7% | +12.4% | +20.4% |
| 6M | +192.5% | +12.0% | +180.5% | +167.5% |
| YTD | +160.9% | -28.8% | +189.7% | +183.9% |
| 1Y | +155.0% | -25.5% | +180.5% | +169.8% |
| 3Y | +289.4% | -48.8% | +338.2% | +368.8% |
| 5Y | +395.7% | -42.7% | +438.4% | +448.6% |
| All | +563.1% | +103.1% | +460.0% | +323.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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