+78.4%
V vs HPE
+224.5%
-146.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.4% |
| 7D | -0.8% | -7.1% | +6.3% | -0.5% |
| 30D | +9.5% | -35.3% | +44.8% | +11.8% |
| 3M | +16.7% | -10.4% | +27.1% | +16.5% |
| 6M | +32.9% | +52.5% | -19.5% | +24.4% |
| YTD | +21.1% | +100.3% | -79.2% | +8.7% |
| 1Y | +26.6% | +106.4% | -79.7% | +13.0% |
| 3Y | +78.4% | +227.4% | -149.0% | +46.2% |
| All | +78.4% | +224.5% | -146.1% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling