+563.1%
HPE vs UL
+66.7%
+496.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.8% | +12.3% |
| 7D | +19.4% | -3.4% | +22.8% | +20.3% |
| 30D | +5.6% | +0.5% | +5.1% | +5.4% |
| 3M | +33.1% | +7.2% | +25.8% | +29.9% |
| 6M | +192.5% | -3.1% | +195.5% | +192.6% |
| YTD | +160.9% | -2.7% | +163.6% | +160.4% |
| 1Y | +155.0% | -10.2% | +165.2% | +160.0% |
| 3Y | +289.4% | +20.3% | +269.1% | +249.1% |
| 5Y | +395.7% | +19.9% | +375.7% | +337.4% |
| All | +563.1% | +66.7% | +496.4% | +447.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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