+370.3%
HPE vs M
-7.1%
+377.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.1% |
| 7D | +7.9% | +7.0% | +0.8% | +6.0% |
| 30D | -23.5% | +8.9% | -32.4% | -25.5% |
| 3M | -19.1% | +4.5% | -23.6% | -20.6% |
| 6M | +51.4% | +36.2% | +15.2% | +37.4% |
| YTD | +103.4% | +15.1% | +88.3% | +91.9% |
| 1Y | +114.4% | +27.4% | +86.9% | +96.4% |
| 3Y | +224.7% | +160.1% | +64.5% | +134.3% |
| 5Y | +277.8% | -1.6% | +279.3% | +228.8% |
| All | +370.3% | -7.1% | +377.4% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling