+563.1%
HPE vs RUN
+42.2%
+520.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.8% | +13.3% | +12.5% |
| 7D | +19.4% | -3.7% | +23.1% | +19.9% |
| 30D | +5.6% | -13.0% | +18.6% | +7.3% |
| 3M | +33.1% | -31.8% | +64.9% | +38.7% |
| 6M | +192.5% | -32.2% | +224.7% | +204.0% |
| YTD | +160.9% | -53.5% | +214.4% | +178.8% |
| 1Y | +155.0% | -46.5% | +201.5% | +166.0% |
| 3Y | +289.4% | -37.6% | +327.0% | +247.2% |
| 5Y | +395.7% | -80.9% | +476.5% | +382.2% |
| All | +563.1% | +42.2% | +520.9% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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