+155.0%
HPE vs NI
+4.4%
+150.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.5% |
| 3M | +33.1% | -10.6% | +43.6% | +31.5% |
| 6M | +192.5% | -9.3% | +201.8% | +186.4% |
| YTD | +160.9% | +1.1% | +159.8% | +150.1% |
| 1Y | +155.0% | +3.4% | +151.6% | +143.1% |
| All | +155.0% | +4.4% | +150.5% | +143.1% |
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