+365.3%
HPE vs S
-57.7%
+423.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.1% | +5.1% |
| 7D | +13.6% | -1.2% | +14.9% | +13.8% |
| 30D | +7.7% | -12.6% | +20.3% | +9.6% |
| 3M | +22.4% | +27.6% | -5.2% | +17.8% |
| 6M | +172.6% | +35.5% | +137.1% | +158.9% |
| YTD | +147.5% | +29.6% | +117.9% | +136.1% |
| 1Y | +151.8% | +8.1% | +143.7% | +145.6% |
| 3Y | +267.1% | +14.8% | +252.3% | +253.2% |
| 5Y | +362.8% | -70.6% | +433.3% | +345.6% |
| All | +365.3% | -57.7% | +423.0% | +357.7% |
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