+526.7%
HPE vs U
-33.8%
+560.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.0% |
| 7D | +0.3% | +16.9% | -16.6% | -2.0% |
| 30D | -28.6% | +6.4% | -34.9% | -29.4% |
| 3M | -7.4% | +13.2% | -20.5% | -9.2% |
| 6M | +63.7% | +84.8% | -21.1% | +50.7% |
| YTD | +111.7% | +12.4% | +99.3% | +103.4% |
| 1Y | +123.5% | +19.8% | +103.7% | +112.8% |
| 3Y | +238.7% | +83.8% | +154.9% | +195.6% |
| 5Y | +261.0% | -72.7% | +333.8% | +223.3% |
| All | +526.7% | -33.8% | +560.5% | +438.4% |
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