+289.4%
HPE vs KRE
+84.3%
+205.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.3% | +12.4% |
| 7D | +19.4% | -1.8% | +21.2% | +20.7% |
| 30D | +5.6% | -4.5% | +10.1% | +8.8% |
| 3M | +33.1% | +2.7% | +30.3% | +30.2% |
| 6M | +192.5% | +16.9% | +175.6% | +161.7% |
| YTD | +160.9% | +15.4% | +145.6% | +135.1% |
| 1Y | +155.0% | +16.1% | +138.9% | +128.9% |
| 3Y | +289.4% | +85.7% | +203.7% | +174.2% |
| All | +289.4% | +84.3% | +205.1% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 3y: compounded portfolio wealth divided by compounded KRE 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…
3y analysis · Full analysis span regression · 6 months rolling