+249.2%
HPE vs M
+120.4%
+128.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.6% | +10.4% | +8.4% |
| 7D | +10.1% | +2.4% | +7.8% | +9.4% |
| 30D | +5.3% | -11.6% | +16.9% | +8.4% |
| 3M | +12.7% | +1.6% | +11.1% | +11.3% |
| 6M | +167.7% | +25.2% | +142.4% | +149.0% |
| YTD | +135.5% | +3.8% | +131.7% | +129.3% |
| 1Y | +143.4% | +36.3% | +107.0% | +118.5% |
| 3Y | +249.2% | +116.3% | +132.8% | +161.7% |
| All | +249.2% | +120.4% | +128.7% | +161.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling