+571.9%
HPE vs NEM
+670.4%
-98.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -3.8% |
| 7D | +7.9% | -6.4% | +14.3% | +8.7% |
| 30D | -23.5% | +1.4% | -24.9% | -23.8% |
| 3M | -19.1% | -0.7% | -18.4% | -19.2% |
| 6M | +51.4% | -4.5% | +55.9% | +51.5% |
| YTD | +103.4% | +14.0% | +89.4% | +98.7% |
| 1Y | +114.4% | +27.3% | +87.1% | +106.8% |
| 3Y | +224.7% | +250.5% | -25.8% | +176.7% |
| 5Y | +277.8% | +121.1% | +156.7% | +229.8% |
| 10Y | +371.1% | +358.3% | +12.8% | +295.0% |
| All | +571.9% | +670.4% | -98.5% | +401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling