+522.9%
HPE vs KEY
+148.2%
+374.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -18.7% | -1.3% | -17.5% | -18.2% |
| 30D | -37.9% | +5.1% | -43.0% | -39.5% |
| 3M | -14.4% | -7.1% | -7.3% | -11.4% |
| 6M | +48.2% | -4.4% | +52.6% | +51.0% |
| YTD | +88.6% | +4.0% | +84.6% | +84.4% |
| 1Y | +94.8% | +23.4% | +71.4% | +75.1% |
| 3Y | +202.7% | +113.9% | +88.8% | +107.1% |
| 5Y | +231.6% | +12.3% | +219.3% | +190.8% |
| 10Y | +361.9% | +125.5% | +236.4% | +145.4% |
| All | +522.9% | +148.2% | +374.8% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling