+159.3%
HPE vs NEM
+13.7%
+145.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.5% | +8.0% |
| 7D | +10.1% | +3.9% | +6.3% | +9.0% |
| 30D | +5.3% | +12.7% | -7.4% | +1.4% |
| 3M | +12.7% | +28.7% | -16.0% | +3.1% |
| All | +159.3% | +13.7% | +145.7% | +145.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling