+64.2%
T vs HPE
+368.2%
-304.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.9% | -1.9% |
| 7D | -3.1% | +13.6% | -16.7% | -3.6% |
| 30D | +4.6% | +7.7% | -3.1% | +4.2% |
| 3M | +12.2% | +22.4% | -10.2% | +11.2% |
| 6M | -6.5% | +172.6% | -179.0% | -11.8% |
| YTD | +4.9% | +147.5% | -142.6% | -0.6% |
| 1Y | -10.5% | +151.8% | -162.3% | -15.5% |
| 3Y | +104.6% | +267.1% | -162.5% | +79.7% |
| 5Y | +64.2% | +362.8% | -298.6% | +28.9% |
| All | +64.2% | +368.2% | -304.0% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling