+135.3%
HPE vs Q
+75.3%
+60.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.3% | +5.4% | +6.9% |
| 7D | +10.1% | +6.7% | +3.4% | +7.7% |
| 30D | +5.3% | -10.6% | +15.9% | +9.3% |
| 3M | +12.7% | -14.6% | +27.3% | +17.8% |
| 6M | +167.7% | +12.1% | +155.6% | +157.3% |
| YTD | +135.5% | +51.3% | +84.2% | +112.2% |
| All | +135.3% | +75.3% | +60.0% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling