+27.7%
V vs HPE
+111.3%
-83.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.1% |
| 7D | +0.9% | +7.9% | -6.9% | +1.3% |
| 30D | +9.0% | -23.5% | +32.5% | +7.7% |
| 3M | +16.7% | -19.1% | +35.8% | +15.8% |
| 6M | +33.4% | +51.4% | -18.0% | +32.0% |
| YTD | +22.4% | +103.4% | -81.1% | +16.0% |
| 1Y | +27.7% | +114.4% | -86.7% | +21.4% |
| All | +27.7% | +111.3% | -83.6% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling