+425.3%
IGV vs HPE
+545.6%
-120.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -0.9% |
| 7D | -4.5% | -0.6% | -3.9% | -4.3% |
| 30D | +3.2% | -2.3% | +5.5% | +3.6% |
| 3M | +4.5% | -2.9% | +7.4% | +4.2% |
| 6M | +22.1% | +143.6% | -121.5% | -11.1% |
| YTD | -1.0% | +118.5% | -119.6% | -25.6% |
| 1Y | -2.1% | +129.2% | -131.3% | -27.9% |
| 3Y | +44.6% | +212.5% | -167.9% | -7.7% |
| 5Y | +22.2% | +286.9% | -264.8% | -28.5% |
| 10Y | +364.7% | +432.3% | -67.6% | +130.9% |
| All | +425.3% | +545.6% | -120.4% | +135.0% |
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