+621.7%
HPE vs RUN
-13.5%
+635.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.0% | -4.4% |
| 7D | -0.6% | +1.3% | -1.8% | -0.8% |
| 30D | -2.3% | -15.3% | +13.0% | -0.6% |
| 3M | -2.9% | -40.0% | +37.1% | +2.7% |
| 6M | +143.6% | -27.0% | +170.5% | +150.6% |
| YTD | +118.5% | -51.7% | +170.2% | +132.1% |
| 1Y | +129.2% | -45.9% | +175.1% | +138.3% |
| 3Y | +212.5% | -43.8% | +256.3% | +184.4% |
| 5Y | +286.9% | -80.5% | +367.4% | +275.6% |
| 10Y | +432.3% | +45.3% | +387.1% | +241.6% |
| All | +621.7% | -13.5% | +635.2% | +364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling