+372.4%
HPE vs M
-3.0%
+375.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -9.7% | +5.0% | -14.8% | -10.9% |
| 30D | -34.8% | +10.6% | -45.4% | -36.7% |
| 3M | -12.1% | +1.6% | -13.7% | -13.1% |
| 6M | +53.7% | +30.8% | +22.9% | +41.0% |
| YTD | +101.9% | +16.9% | +85.0% | +89.8% |
| 1Y | +104.3% | +26.3% | +78.1% | +87.8% |
| 3Y | +223.1% | +158.6% | +64.4% | +133.5% |
| 5Y | +249.2% | +2.1% | +247.1% | +201.2% |
| 10Y | +372.4% | -4.3% | +376.8% | +200.2% |
| All | +372.4% | -3.0% | +375.5% | +200.2% |
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