+572.7%
NOW vs HPE
+457.3%
+115.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -3.0% | -18.7% | +15.7% | +2.9% |
| 30D | -26.0% | -37.9% | +11.9% | -15.3% |
| 3M | -13.1% | -14.4% | +1.3% | -11.5% |
| 6M | +14.5% | +48.2% | -33.7% | -6.3% |
| YTD | -33.4% | +88.6% | -122.0% | -50.6% |
| 1Y | -40.6% | +94.8% | -135.4% | -56.6% |
| 3Y | -16.3% | +202.7% | -219.0% | -50.7% |
| 5Y | -26.3% | +231.6% | -258.0% | -58.6% |
| 10Y | +512.7% | +361.9% | +150.8% | +178.5% |
| All | +572.7% | +457.3% | +115.4% | +165.6% |
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