+104.3%
HPE vs M
+26.3%
+78.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -9.7% | +5.0% | -14.8% | -10.2% |
| 30D | -34.8% | +10.6% | -45.4% | -35.6% |
| 3M | -12.1% | +1.6% | -13.7% | -12.7% |
| 6M | +53.7% | +30.8% | +22.9% | +43.2% |
| YTD | +101.9% | +16.9% | +85.0% | +91.6% |
| 1Y | +104.3% | +26.3% | +78.1% | +86.0% |
| All | +104.3% | +26.3% | +78.0% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling