+340.5%
HPE vs RF
+279.4%
+61.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | -18.7% | -0.9% | -17.8% | -18.4% |
| 30D | -37.9% | +6.0% | -43.9% | -39.9% |
| 3M | -14.4% | -8.9% | -5.5% | -10.3% |
| 6M | +48.2% | +2.3% | +45.9% | +45.4% |
| YTD | +88.6% | +7.6% | +81.1% | +79.7% |
| 1Y | +94.8% | +21.2% | +73.6% | +74.1% |
| 3Y | +202.7% | +108.5% | +94.2% | +103.3% |
| 5Y | +231.6% | +43.2% | +188.4% | +161.1% |
| All | +340.5% | +279.4% | +61.1% | +137.7% |
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