+563.1%
HPE vs NI
+143.3%
+419.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.5% | +12.4% |
| 7D | +19.4% | 0.0% | +19.4% | +19.4% |
| 30D | +5.6% | -1.4% | +7.0% | +6.2% |
| 3M | +33.1% | -10.6% | +43.6% | +38.0% |
| 6M | +192.5% | -9.3% | +201.8% | +200.7% |
| YTD | +160.9% | +1.1% | +159.8% | +157.4% |
| 1Y | +155.0% | +3.4% | +151.6% | +149.0% |
| 3Y | +289.4% | +67.9% | +221.5% | +212.1% |
| 5Y | +395.7% | +98.0% | +297.7% | +266.5% |
| All | +563.1% | +143.3% | +419.9% | +371.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling