+384.8%
V vs HPE
+533.2%
-148.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.5% | -1.6% |
| 7D | -2.9% | +13.6% | -16.6% | -6.2% |
| 30D | +1.9% | +7.7% | -5.8% | -0.5% |
| 3M | +13.2% | +22.4% | -9.1% | +6.0% |
| 6M | +16.7% | +172.6% | -155.9% | -16.1% |
| YTD | +5.4% | +147.5% | -142.1% | -22.3% |
| 1Y | +7.7% | +151.8% | -144.1% | -21.7% |
| 3Y | +52.0% | +267.1% | -215.1% | -8.6% |
| 5Y | +67.7% | +362.8% | -295.0% | -10.4% |
| 10Y | +384.8% | +540.2% | -155.4% | +107.4% |
| All | +384.8% | +533.2% | -148.4% | +107.4% |
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