+495.9%
HPE vs P
+712.4%
-216.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.6% | +6.1% | +7.2% |
| 7D | +10.1% | +7.8% | +2.3% | +7.4% |
| 30D | +5.3% | +12.3% | -7.0% | +0.6% |
| 3M | +12.7% | +37.1% | -24.4% | +0.6% |
| 6M | +167.7% | +66.1% | +101.6% | +123.0% |
| YTD | +135.5% | +50.9% | +84.5% | +100.7% |
| 1Y | +143.4% | +27.2% | +116.2% | +113.4% |
| 3Y | +249.2% | +158.7% | +90.5% | +128.3% |
| 5Y | +343.8% | +291.1% | +52.7% | +143.4% |
| 10Y | +495.9% | +715.0% | -219.1% | +157.2% |
| All | +495.9% | +712.4% | -216.5% | +157.2% |
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