+408.3%
IGV vs HPE
+501.1%
-92.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.5% | +0.8% |
| 7D | +2.3% | +7.9% | -5.5% | +0.1% |
| 30D | -6.0% | -23.5% | +17.5% | +1.0% |
| 3M | -4.8% | -19.1% | +14.3% | -0.7% |
| 6M | +14.2% | +51.4% | -37.2% | -4.3% |
| YTD | -4.2% | +103.4% | -107.7% | -27.9% |
| 1Y | -5.3% | +114.4% | -119.7% | -30.0% |
| 3Y | +38.8% | +224.7% | -185.9% | -14.3% |
| 5Y | +14.2% | +277.8% | -263.5% | -33.7% |
| 10Y | +357.6% | +371.1% | -13.5% | +131.1% |
| All | +408.3% | +501.1% | -92.8% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 all: compounded portfolio wealth divided by compounded HPE 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…
all analysis · Full analysis span regression · 6 months rolling