+131.9%
HPE vs Q
+75.4%
+56.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.7% | -4.5% | -5.6% |
| 7D | +1.4% | +4.1% | -2.7% | +0.1% |
| 30D | +1.5% | -10.7% | +12.3% | +5.6% |
| 3M | +21.7% | -11.7% | +33.4% | +26.0% |
| 6M | +164.2% | +8.3% | +155.8% | +156.1% |
| YTD | +132.1% | +51.3% | +80.7% | +109.3% |
| All | +131.9% | +75.4% | +56.5% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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