+343.8%
HPE vs S
-72.3%
+416.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.3% | +10.0% | +8.1% |
| 7D | +10.1% | -5.8% | +16.0% | +11.1% |
| 30D | +5.3% | -9.2% | +14.5% | +6.6% |
| 3M | +12.7% | +23.4% | -10.7% | +8.8% |
| 6M | +167.7% | +36.9% | +130.7% | +153.1% |
| YTD | +135.5% | +29.5% | +105.9% | +124.0% |
| 1Y | +143.4% | +5.4% | +138.0% | +137.8% |
| 3Y | +249.2% | +14.7% | +234.5% | +234.9% |
| 5Y | +343.8% | -71.5% | +415.4% | +318.5% |
| All | +343.8% | -72.3% | +416.2% | +318.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling