+340.8%
HPE vs KRE
+30.8%
+310.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.7% | -6.5% |
| 7D | +1.4% | -1.4% | +2.8% | +2.2% |
| 30D | +1.5% | -3.9% | +5.5% | +4.0% |
| 3M | +21.7% | +3.6% | +18.1% | +18.7% |
| 6M | +164.2% | +15.4% | +148.8% | +140.5% |
| YTD | +132.1% | +15.2% | +116.8% | +111.2% |
| 1Y | +130.6% | +16.5% | +114.2% | +108.8% |
| 3Y | +244.1% | +85.2% | +159.0% | +137.5% |
| 5Y | +340.8% | +33.1% | +307.7% | +264.5% |
| All | +340.8% | +30.8% | +310.0% | +264.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling