+717.5%
HPE vs NI
+203.5%
+513.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.7% | +5.3% |
| 7D | +13.6% | +1.3% | +12.4% | +13.2% |
| 30D | +7.7% | -0.3% | +8.0% | +7.9% |
| 3M | +22.4% | -9.5% | +31.8% | +26.3% |
| 6M | +172.6% | -10.2% | +182.8% | +181.4% |
| YTD | +147.5% | +1.8% | +145.7% | +143.7% |
| 1Y | +151.8% | +5.7% | +146.1% | +143.9% |
| 3Y | +267.1% | +69.6% | +197.4% | +193.2% |
| 5Y | +362.8% | +95.8% | +267.0% | +244.4% |
| 10Y | +540.2% | +145.1% | +395.1% | +338.9% |
| All | +717.5% | +203.5% | +513.9% | +376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling