+289.4%
HPE vs ITOT
+75.8%
+213.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.6% | +11.1% |
| 7D | +19.4% | -0.9% | +20.3% | +21.3% |
| 30D | +5.6% | -1.5% | +7.1% | +8.4% |
| 3M | +33.1% | +3.6% | +29.5% | +26.4% |
| 6M | +192.5% | +13.7% | +178.8% | +142.5% |
| YTD | +160.9% | +12.9% | +148.0% | +119.4% |
| 1Y | +155.0% | +17.2% | +137.8% | +103.5% |
| 3Y | +289.4% | +75.6% | +213.8% | +85.9% |
| All | +289.4% | +75.8% | +213.6% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling