+564.3%
HPE vs RACE
+663.9%
-99.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.9% |
| 7D | -7.1% | +3.9% | -11.1% | -8.6% |
| 30D | -35.3% | +7.4% | -42.7% | -37.3% |
| 3M | -10.4% | +1.6% | -12.1% | -11.4% |
| 6M | +52.5% | +23.3% | +29.2% | +37.9% |
| YTD | +100.3% | +14.7% | +85.6% | +84.8% |
| 1Y | +106.4% | +2.5% | +103.9% | +99.7% |
| 3Y | +227.4% | +28.0% | +199.4% | +174.9% |
| 5Y | +250.6% | +69.8% | +180.8% | +151.4% |
| 10Y | +365.4% | +734.9% | -369.5% | +63.6% |
| All | +564.3% | +663.9% | -99.6% | +119.6% |
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