+111.2%
HPE vs Q
+74.5%
+36.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +1.2% |
| 7D | +13.6% | +11.5% | +2.1% | +8.1% |
| 30D | -27.1% | -0.2% | -26.9% | -26.9% |
| 3M | -14.5% | -13.6% | -0.9% | -9.6% |
| 6M | +66.9% | -27.0% | +94.0% | +82.8% |
| YTD | +111.3% | +50.5% | +60.8% | +91.9% |
| 1Y | +117.5% | +33.8% | +83.7% | +99.3% |
| All | +111.2% | +74.5% | +36.7% | +94.1% |
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