+761.8%
HPE vs KEYS
+946.5%
-184.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.0% | +8.5% | +10.3% |
| 7D | +19.4% | +3.5% | +15.9% | +17.6% |
| 30D | +5.6% | -4.5% | +10.1% | +8.3% |
| 3M | +33.1% | -0.4% | +33.5% | +33.4% |
| 6M | +192.5% | +19.1% | +173.3% | +168.4% |
| YTD | +160.9% | +66.7% | +94.3% | +97.5% |
| 1Y | +155.0% | +96.5% | +58.5% | +76.5% |
| 3Y | +289.4% | +155.2% | +134.2% | +134.7% |
| 5Y | +395.7% | +88.0% | +307.7% | +236.5% |
| 10Y | +574.8% | +1,046.8% | -471.9% | +90.5% |
| All | +761.8% | +946.5% | -184.7% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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