+563.1%
HPE vs Z
-2.5%
+565.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.0% | +8.4% | +11.8% |
| 7D | +19.4% | -6.0% | +25.4% | +20.6% |
| 30D | +5.6% | -2.3% | +7.9% | +5.7% |
| 3M | +33.1% | -0.6% | +33.7% | +32.2% |
| 6M | +192.5% | -27.6% | +220.1% | +205.1% |
| YTD | +160.9% | -52.4% | +213.3% | +191.1% |
| 1Y | +155.0% | -63.6% | +218.6% | +196.8% |
| 3Y | +289.4% | -36.4% | +325.8% | +302.3% |
| 5Y | +395.7% | -64.6% | +460.3% | +431.2% |
| All | +563.1% | -2.5% | +565.6% | +408.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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