+343.8%
HPE vs U
-68.4%
+412.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.6% | +5.1% | +7.4% |
| 7D | +10.1% | +4.5% | +5.7% | +9.5% |
| 30D | +5.3% | -0.6% | +5.9% | +5.4% |
| 3M | +12.7% | +48.4% | -35.8% | +6.5% |
| 6M | +167.7% | +115.4% | +52.3% | +139.4% |
| YTD | +135.5% | -3.2% | +138.7% | +131.1% |
| 1Y | +143.4% | -6.0% | +149.4% | +138.3% |
| 3Y | +249.2% | +13.5% | +235.7% | +217.2% |
| 5Y | +343.8% | -68.0% | +411.8% | +291.9% |
| All | +343.8% | -68.4% | +412.2% | +291.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling