+522.9%
HPE vs P
+421.3%
+101.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.2% | +0.2% |
| 7D | -18.7% | -23.8% | +5.1% | -10.9% |
| 30D | -37.9% | -36.6% | -1.3% | -27.5% |
| 3M | -14.4% | +10.9% | -25.3% | -17.2% |
| 6M | +48.2% | +30.0% | +18.2% | +35.4% |
| YTD | +88.6% | +44.4% | +44.2% | +65.6% |
| 1Y | +94.8% | +3.9% | +90.8% | +84.9% |
| 3Y | +202.7% | +176.6% | +26.1% | +101.7% |
| 5Y | +231.6% | +249.3% | -17.6% | +99.1% |
| 10Y | +361.9% | +726.9% | -365.0% | +112.1% |
| All | +522.9% | +421.3% | +101.7% | +203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling