+246.3%
HPE vs NI
+69.0%
+177.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | +1.5% | -1.4% | +2.9% | +1.8% |
| 3M | +21.7% | -10.6% | +32.3% | +23.4% |
| 6M | +164.2% | -9.9% | +174.1% | +166.7% |
| YTD | +132.1% | +1.2% | +130.9% | +128.2% |
| 1Y | +130.6% | +4.4% | +126.2% | +124.8% |
| All | +246.3% | +69.0% | +177.3% | +215.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling