+396.0%
HPE vs NTRS
+93.2%
+302.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.4% | +11.8% |
| 7D | +19.4% | +1.4% | +18.0% | +18.4% |
| 30D | +5.6% | -0.7% | +6.3% | +6.0% |
| 3M | +33.1% | +11.3% | +21.7% | +25.2% |
| 6M | +192.5% | +35.5% | +156.9% | +146.2% |
| YTD | +160.9% | +40.6% | +120.3% | +115.0% |
| 1Y | +155.0% | +49.2% | +105.8% | +103.5% |
| 3Y | +289.4% | +167.2% | +122.2% | +126.0% |
| All | +396.0% | +93.2% | +302.8% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling