+116.4%
HPE vs NI
+9.5%
+107.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.5% | -7.2% | -5.5% |
| 7D | -17.0% | +3.9% | -20.9% | -16.6% |
| 30D | -26.7% | +15.3% | -42.0% | -26.2% |
| 3M | -4.1% | +2.4% | -6.5% | -4.2% |
| 6M | +75.4% | -4.5% | +80.0% | +74.3% |
| YTD | +111.0% | +11.4% | +99.7% | +103.5% |
| 1Y | +116.4% | +8.5% | +108.0% | +109.8% |
| All | +116.4% | +9.5% | +107.0% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling