+563.1%
HPE vs MKTX
+5.0%
+558.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.4% |
| 7D | +19.4% | -0.2% | +19.6% | +19.4% |
| 30D | +5.6% | +0.7% | +4.9% | +5.5% |
| 3M | +33.1% | +40.8% | -7.7% | +27.2% |
| 6M | +192.5% | -8.0% | +200.4% | +194.6% |
| YTD | +160.9% | -8.7% | +169.7% | +163.0% |
| 1Y | +155.0% | -11.8% | +166.8% | +157.8% |
| 3Y | +289.4% | -24.0% | +313.4% | +292.7% |
| 5Y | +395.7% | -60.3% | +456.0% | +449.9% |
| All | +563.1% | +5.0% | +558.1% | +472.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling