+312.0%
IVV vs HPE
+388.5%
-76.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +3.3% | +13.6% | -10.2% | -0.2% |
| 30D | -2.7% | -27.1% | +24.4% | +5.2% |
| 3M | -1.7% | -14.5% | +12.8% | +0.6% |
| 6M | +3.2% | +66.9% | -63.8% | -15.4% |
| YTD | +12.0% | +111.3% | -99.3% | -15.5% |
| 1Y | +12.1% | +117.5% | -105.4% | -16.4% |
| 3Y | +78.6% | +238.1% | -159.5% | +9.1% |
| 5Y | +73.8% | +292.4% | -218.6% | -1.3% |
| All | +312.0% | +388.5% | -76.5% | +104.1% |
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