+563.1%
HPE vs USFR
+28.1%
+535.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.4% | +12.3% |
| 7D | +19.4% | +0.1% | +19.3% | +19.2% |
| 30D | +5.6% | +0.4% | +5.3% | +5.0% |
| 3M | +33.1% | +1.0% | +32.0% | +31.0% |
| 6M | +192.5% | +2.0% | +190.5% | +183.7% |
| YTD | +160.9% | +2.8% | +158.2% | +149.9% |
| 1Y | +155.0% | +4.1% | +150.9% | +138.8% |
| 3Y | +289.4% | +14.1% | +275.3% | +212.1% |
| 5Y | +395.7% | +20.6% | +375.1% | +256.6% |
| All | +563.1% | +28.1% | +535.0% | +349.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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