+282.4%
HPE vs S
-51.7%
+334.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | +7.9% | +2.0% | +5.9% | +7.5% |
| 30D | -23.5% | -2.7% | -20.8% | -23.0% |
| 3M | -19.1% | -6.9% | -12.2% | -18.4% |
| 6M | +51.4% | +38.1% | +13.3% | +43.7% |
| YTD | +103.4% | +48.0% | +55.4% | +90.3% |
| 1Y | +114.4% | +34.5% | +79.9% | +102.7% |
| 3Y | +224.7% | +38.3% | +186.3% | +205.1% |
| 5Y | +277.8% | -70.9% | +348.7% | +251.9% |
| All | +282.4% | -51.7% | +334.2% | +268.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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