+365.4%
HPE vs RF
+277.2%
+88.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.0% |
| 7D | -7.1% | -0.1% | -7.0% | -7.0% |
| 30D | -35.3% | +7.0% | -42.3% | -37.7% |
| 3M | -10.4% | -7.0% | -3.4% | -7.1% |
| 6M | +52.5% | +6.8% | +45.7% | +46.2% |
| YTD | +100.3% | +9.9% | +90.4% | +88.7% |
| 1Y | +106.4% | +21.1% | +85.3% | +84.5% |
| 3Y | +227.4% | +119.6% | +107.8% | +113.8% |
| 5Y | +250.6% | +46.2% | +204.4% | +172.9% |
| 10Y | +365.4% | +261.5% | +103.8% | +145.0% |
| All | +365.4% | +277.2% | +88.2% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling