+365.4%
HPE vs P
+748.5%
-383.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.3% | -0.1% | +3.9% |
| 7D | -7.1% | -9.6% | +2.5% | -3.6% |
| 30D | -35.3% | -33.4% | -1.9% | -25.1% |
| 3M | -10.4% | +14.2% | -24.6% | -14.5% |
| 6M | +52.5% | +31.6% | +20.9% | +37.6% |
| YTD | +100.3% | +53.5% | +46.8% | +70.5% |
| 1Y | +106.4% | +14.2% | +92.2% | +88.7% |
| 3Y | +227.4% | +190.5% | +36.9% | +106.8% |
| 5Y | +250.6% | +256.3% | -5.8% | +99.1% |
| 10Y | +365.4% | +707.9% | -342.5% | +101.8% |
| All | +365.4% | +748.5% | -383.2% | +101.8% |
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