+621.7%
HPE vs RF
+400.2%
+221.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | -0.6% | +1.3% | -1.9% | -1.3% |
| 30D | -2.3% | -3.6% | +1.3% | -0.3% |
| 3M | -2.9% | +8.1% | -10.9% | -7.1% |
| 6M | +143.6% | +11.5% | +132.1% | +128.7% |
| YTD | +118.5% | +15.6% | +102.9% | +101.0% |
| 1Y | +129.2% | +15.7% | +113.5% | +110.8% |
| 3Y | +212.5% | +86.9% | +125.6% | +120.9% |
| 5Y | +286.9% | +89.8% | +197.1% | +162.6% |
| 10Y | +432.3% | +344.7% | +87.7% | +109.8% |
| All | +621.7% | +400.2% | +221.5% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling