+298.8%
HPE vs RACE
+93.6%
+205.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.8% |
| 7D | -0.6% | -2.5% | +1.9% | +0.3% |
| 30D | -2.3% | +0.8% | -3.1% | -2.7% |
| 3M | -2.9% | +17.2% | -20.0% | -8.7% |
| 6M | +143.6% | +13.6% | +130.0% | +130.5% |
| YTD | +118.5% | +12.2% | +106.3% | +106.8% |
| 1Y | +129.2% | -16.3% | +145.5% | +140.6% |
| 3Y | +212.5% | +36.4% | +176.1% | +158.9% |
| All | +298.8% | +93.6% | +205.2% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling