+313.7%
IVV vs HPE
+479.1%
-165.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.4% | -2.8% |
| 7D | +0.5% | +10.1% | -9.6% | -2.3% |
| 30D | -1.0% | +5.3% | -6.2% | -2.8% |
| 3M | +3.9% | +12.7% | -8.8% | -0.8% |
| 6M | +14.5% | +167.7% | -153.2% | -17.7% |
| YTD | +12.9% | +135.5% | -122.6% | -15.9% |
| 1Y | +19.4% | +143.4% | -124.0% | -12.7% |
| 3Y | +78.8% | +249.2% | -170.4% | +10.5% |
| 5Y | +82.2% | +343.8% | -261.7% | +1.1% |
| 10Y | +313.7% | +495.9% | -182.2% | +92.2% |
| All | +313.7% | +479.1% | -165.4% | +92.2% |
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