+717.5%
HPE vs ITOT
+329.7%
+387.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.7% | +5.8% |
| 7D | +13.6% | -0.4% | +14.0% | +14.1% |
| 30D | +7.7% | -1.6% | +9.3% | +9.9% |
| 3M | +22.4% | +3.5% | +18.8% | +17.7% |
| 6M | +172.6% | +13.1% | +159.5% | +136.6% |
| YTD | +147.5% | +12.7% | +134.8% | +116.5% |
| 1Y | +151.8% | +18.3% | +133.5% | +108.6% |
| 3Y | +267.1% | +76.4% | +190.7% | +94.8% |
| 5Y | +362.8% | +73.8% | +289.0% | +148.5% |
| 10Y | +540.2% | +301.2% | +238.9% | +11.0% |
| All | +717.5% | +329.7% | +387.8% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling