+396.0%
HPE vs KR
+52.3%
+343.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.7% | +9.7% | +12.6% |
| 7D | +19.4% | -0.2% | +19.6% | +19.4% |
| 30D | +5.6% | +5.1% | +0.6% | +5.9% |
| 3M | +33.1% | -8.2% | +41.2% | +32.8% |
| 6M | +192.5% | -18.0% | +210.4% | +191.4% |
| YTD | +160.9% | -4.8% | +165.7% | +160.1% |
| 1Y | +155.0% | -11.0% | +166.0% | +154.1% |
| 3Y | +289.4% | +37.7% | +251.7% | +264.6% |
| All | +396.0% | +52.3% | +343.7% | +351.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 5y: compounded portfolio wealth divided by compounded KR 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…
5y analysis · Full analysis span regression · 6 months rolling