+116.4%
HPE vs ITOT
+14.7%
+101.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.5% | -7.2% | -8.9% |
| 7D | -17.0% | -0.7% | -16.3% | -15.7% |
| 30D | -26.7% | -1.1% | -25.6% | -24.7% |
| 3M | -4.1% | -0.8% | -3.3% | -1.8% |
| 6M | +75.4% | +7.0% | +68.4% | +59.6% |
| YTD | +111.0% | +13.3% | +97.7% | +76.3% |
| 1Y | +116.4% | +14.8% | +101.6% | +76.9% |
| All | +116.4% | +14.7% | +101.8% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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