+621.7%
HPE vs KEY
+164.0%
+457.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -0.6% | +2.2% | -2.8% | -1.6% |
| 30D | -2.3% | -3.0% | +0.7% | -0.7% |
| 3M | -2.9% | +3.3% | -6.2% | -4.4% |
| 6M | +143.6% | +9.2% | +134.4% | +133.2% |
| YTD | +118.5% | +10.6% | +107.9% | +107.9% |
| 1Y | +129.2% | +20.4% | +108.8% | +109.4% |
| 3Y | +212.5% | +121.8% | +90.7% | +109.4% |
| 5Y | +286.9% | +41.1% | +245.8% | +202.4% |
| 10Y | +432.3% | +168.5% | +263.8% | +154.5% |
| All | +621.7% | +164.0% | +457.7% | +263.3% |
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