+246.3%
HPE vs NEM
+241.5%
+4.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.0% | -4.3% | -5.8% |
| 7D | +1.4% | -3.3% | +4.7% | +2.2% |
| 30D | +1.5% | +7.8% | -6.3% | -0.1% |
| 3M | +21.7% | +36.3% | -14.5% | +13.8% |
| 6M | +164.2% | +6.6% | +157.6% | +157.3% |
| YTD | +132.1% | +27.1% | +104.9% | +118.6% |
| 1Y | +130.6% | +62.3% | +68.3% | +105.0% |
| All | +246.3% | +241.5% | +4.8% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling