+237.8%
HPE vs RF
+118.1%
+119.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +5.0% |
| 7D | +0.3% | -1.3% | +1.7% | +1.4% |
| 30D | -28.6% | +4.6% | -33.2% | -30.7% |
| 3M | -7.4% | -8.4% | +1.1% | -2.0% |
| 6M | +63.7% | +8.9% | +54.8% | +52.9% |
| YTD | +111.7% | +8.8% | +102.9% | +96.8% |
| 1Y | +123.5% | +18.9% | +104.6% | +95.0% |
| All | +237.8% | +118.1% | +119.7% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling