+372.4%
HPE vs KEY
+109.2%
+263.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -9.7% | +0.5% | -10.3% | -9.8% |
| 30D | -34.8% | +6.9% | -41.6% | -36.8% |
| 3M | -12.1% | -5.0% | -7.1% | -10.0% |
| 6M | +53.7% | +0.7% | +53.0% | +52.7% |
| YTD | +101.9% | +6.5% | +95.5% | +95.4% |
| 1Y | +104.3% | +22.6% | +81.7% | +84.8% |
| 3Y | +223.1% | +125.3% | +97.7% | +117.8% |
| 5Y | +249.2% | +13.9% | +235.3% | +205.9% |
| 10Y | +372.4% | +105.3% | +267.1% | +205.0% |
| All | +372.4% | +109.2% | +263.2% | +205.0% |
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