+632.8%
HPE vs U
-43.3%
+676.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.2% |
| 7D | +13.6% | +4.4% | +9.3% | +13.1% |
| 30D | +7.7% | -1.3% | +9.0% | +7.9% |
| 3M | +22.4% | +49.6% | -27.2% | +16.2% |
| 6M | +172.6% | +100.2% | +72.4% | +148.9% |
| YTD | +147.5% | -3.7% | +151.2% | +143.4% |
| 1Y | +151.8% | -6.5% | +158.3% | +147.2% |
| 3Y | +267.1% | +12.9% | +254.2% | +237.1% |
| 5Y | +362.8% | -68.3% | +431.0% | +321.5% |
| All | +632.8% | -43.3% | +676.0% | +544.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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