+372.4%
HPE vs P
+691.2%
-318.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.1% |
| 7D | -9.7% | -13.3% | +3.6% | -4.9% |
| 30D | -34.8% | -34.0% | -0.8% | -24.3% |
| 3M | -12.1% | +4.1% | -16.2% | -13.4% |
| 6M | +53.7% | +30.5% | +23.2% | +39.1% |
| YTD | +101.9% | +52.2% | +49.7% | +72.3% |
| 1Y | +104.3% | +10.3% | +94.0% | +89.0% |
| 3Y | +223.1% | +180.9% | +42.2% | +106.1% |
| 5Y | +249.2% | +259.7% | -10.5% | +97.3% |
| 10Y | +372.4% | +652.6% | -280.2% | +107.9% |
| All | +372.4% | +691.2% | -318.7% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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