+309.6%
IVV vs HPE
+381.7%
-72.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.8% | +0.7% |
| 7D | +0.1% | -7.1% | +7.2% | +1.8% |
| 30D | -3.3% | -35.3% | +32.0% | +7.9% |
| 3M | -2.4% | -10.4% | +8.1% | -1.6% |
| 6M | +2.6% | +52.5% | -49.9% | -13.7% |
| YTD | +11.3% | +100.3% | -89.0% | -14.8% |
| 1Y | +13.4% | +106.4% | -92.9% | -14.2% |
| 3Y | +80.3% | +227.4% | -147.1% | +10.9% |
| 5Y | +72.7% | +250.6% | -177.9% | +1.4% |
| 10Y | +309.6% | +365.4% | -55.7% | +105.9% |
| All | +309.6% | +381.7% | -72.1% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling