+563.1%
HPE vs NEM
+319.0%
+244.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.4% |
| 7D | +19.4% | -1.0% | +20.4% | +19.6% |
| 30D | +5.6% | +7.8% | -2.2% | +4.5% |
| 3M | +33.1% | +30.2% | +2.8% | +28.1% |
| 6M | +192.5% | +9.6% | +182.9% | +186.9% |
| YTD | +160.9% | +27.8% | +133.1% | +150.9% |
| 1Y | +155.0% | +60.7% | +94.3% | +137.3% |
| 3Y | +289.4% | +245.3% | +44.1% | +226.3% |
| 5Y | +395.7% | +155.3% | +240.3% | +319.7% |
| All | +563.1% | +319.0% | +244.1% | +467.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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