+340.8%
HPE vs Z
-66.6%
+407.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.5% | -5.8% |
| 7D | +1.4% | -11.6% | +13.0% | +3.4% |
| 30D | +1.5% | -8.5% | +10.0% | +2.6% |
| 3M | +21.7% | -7.9% | +29.6% | +22.4% |
| 6M | +164.2% | -29.1% | +193.2% | +176.7% |
| YTD | +132.1% | -54.2% | +186.2% | +161.7% |
| 1Y | +130.6% | -63.5% | +194.2% | +170.1% |
| 3Y | +244.1% | -38.6% | +282.7% | +259.1% |
| 5Y | +340.8% | -66.0% | +406.8% | +330.6% |
| All | +340.8% | -66.6% | +407.4% | +330.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling