+151.8%
HPE vs M
+30.1%
+121.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.2% | +9.3% | +5.7% |
| 7D | +13.6% | -4.1% | +17.7% | +14.2% |
| 30D | +7.7% | -13.6% | +21.3% | +10.1% |
| 3M | +22.4% | -2.3% | +24.7% | +21.4% |
| 6M | +172.6% | +21.9% | +150.7% | +156.0% |
| YTD | +147.5% | -0.6% | +148.1% | +142.2% |
| 1Y | +151.8% | +29.7% | +122.1% | +129.0% |
| All | +151.8% | +30.1% | +121.7% | +129.0% |
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