+621.7%
HPE vs M
-26.9%
+648.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -5.1% |
| 7D | -0.6% | +4.7% | -5.3% | -1.8% |
| 30D | -2.3% | -9.6% | +7.4% | +0.1% |
| 3M | -2.9% | +0.9% | -3.7% | -3.7% |
| 6M | +143.6% | +22.3% | +121.3% | +129.0% |
| YTD | +118.5% | +6.5% | +112.0% | +111.9% |
| 1Y | +129.2% | +38.8% | +90.4% | +106.5% |
| 3Y | +212.5% | +115.9% | +96.6% | +139.0% |
| 5Y | +286.9% | +28.6% | +258.3% | +213.6% |
| 10Y | +432.3% | -2.5% | +434.9% | +254.8% |
| All | +621.7% | -26.9% | +648.7% | +368.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling