+333.1%
IVV vs HPE
+457.3%
-124.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | 0.0% |
| 7D | -2.7% | -18.7% | +16.0% | +2.4% |
| 30D | -5.4% | -37.9% | +32.5% | +6.5% |
| 3M | -4.1% | -14.4% | +10.3% | -2.1% |
| 6M | +0.7% | +48.2% | -47.5% | -14.2% |
| YTD | +8.7% | +88.6% | -79.9% | -14.6% |
| 1Y | +11.0% | +94.8% | -83.8% | -14.0% |
| 3Y | +75.4% | +202.7% | -127.3% | +12.7% |
| 5Y | +68.3% | +231.6% | -163.3% | +2.8% |
| 10Y | +315.5% | +361.9% | -46.4% | +115.6% |
| All | +333.1% | +457.3% | -124.1% | +107.0% |
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