+540.2%
HPE vs M
-7.1%
+547.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.2% | +9.3% | +6.2% |
| 7D | +13.6% | -4.1% | +17.7% | +14.7% |
| 30D | +7.7% | -13.6% | +21.3% | +11.6% |
| 3M | +22.4% | -2.3% | +24.7% | +22.1% |
| 6M | +172.6% | +21.9% | +150.7% | +155.8% |
| YTD | +147.5% | -0.6% | +148.1% | +143.9% |
| 1Y | +151.8% | +29.7% | +122.1% | +130.1% |
| 3Y | +267.1% | +107.3% | +159.8% | +181.7% |
| 5Y | +362.8% | +20.5% | +342.3% | +278.8% |
| 10Y | +540.2% | -6.1% | +546.2% | +313.1% |
| All | +540.2% | -7.1% | +547.3% | +313.1% |
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