+522.9%
HPE vs M
-26.2%
+549.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +2.5% |
| 7D | -18.7% | -4.3% | -14.5% | -17.9% |
| 30D | -37.9% | +1.3% | -39.2% | -38.4% |
| 3M | -14.4% | -7.4% | -7.0% | -13.4% |
| 6M | +48.2% | +18.3% | +29.9% | +39.7% |
| YTD | +88.6% | +7.6% | +81.0% | +81.3% |
| 1Y | +94.8% | +17.4% | +77.4% | +82.6% |
| 3Y | +202.7% | +108.4% | +94.3% | +132.5% |
| 5Y | +231.6% | -10.6% | +242.3% | +196.8% |
| 10Y | +361.9% | -3.2% | +365.1% | +206.2% |
| All | +522.9% | -26.2% | +549.2% | +300.6% |
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