+495.9%
HPE vs KEY
+167.0%
+328.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +8.6% |
| 7D | +10.1% | +2.7% | +7.4% | +8.6% |
| 30D | +5.3% | -3.2% | +8.5% | +7.0% |
| 3M | +12.7% | +1.0% | +11.7% | +12.1% |
| 6M | +167.7% | +11.9% | +155.8% | +153.5% |
| YTD | +135.5% | +8.7% | +126.8% | +126.0% |
| 1Y | +143.4% | +18.5% | +124.9% | +124.4% |
| 3Y | +249.2% | +124.0% | +125.2% | +135.6% |
| 5Y | +343.8% | +40.8% | +303.0% | +250.0% |
| 10Y | +495.9% | +167.0% | +328.9% | +239.1% |
| All | +495.9% | +167.0% | +328.9% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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