+52.5%
V vs HPE
+250.0%
-197.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.5% | -2.2% |
| 7D | -1.1% | +10.1% | -11.2% | -1.7% |
| 30D | +1.9% | +5.3% | -3.4% | +1.4% |
| 3M | +15.5% | +12.7% | +2.9% | +14.4% |
| 6M | +16.6% | +167.7% | -151.0% | +2.7% |
| YTD | +5.7% | +135.5% | -129.7% | -5.4% |
| 1Y | +8.6% | +143.4% | -134.8% | -3.6% |
| 3Y | +52.5% | +249.2% | -196.7% | +24.8% |
| All | +52.5% | +250.0% | -197.5% | +24.8% |
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