+525.6%
HPE vs RACE
+658.9%
-133.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.0% |
| 7D | -18.7% | +5.1% | -23.8% | -20.4% |
| 30D | -37.9% | +7.7% | -45.6% | -39.9% |
| 3M | -14.4% | +2.2% | -16.6% | -15.5% |
| 6M | +48.2% | +23.8% | +24.5% | +33.8% |
| YTD | +88.6% | +13.9% | +74.7% | +74.5% |
| 1Y | +94.8% | +3.8% | +91.0% | +87.4% |
| 3Y | +202.7% | +28.0% | +174.7% | +154.0% |
| 5Y | +231.6% | +64.9% | +166.7% | +140.9% |
| 10Y | +361.9% | +780.4% | -418.5% | +58.8% |
| All | +525.6% | +658.9% | -133.3% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling