+426.6%
V vs HPE
+545.6%
-119.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.1% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | +2.0% | -2.3% | +4.3% | +2.2% |
| 3M | +17.4% | -2.9% | +20.2% | +16.6% |
| 6M | +17.5% | +143.6% | -126.1% | -12.5% |
| YTD | +7.6% | +118.5% | -110.9% | -17.5% |
| 1Y | +7.7% | +129.2% | -121.5% | -19.3% |
| 3Y | +54.7% | +212.5% | -157.9% | -1.0% |
| 5Y | +73.0% | +286.9% | -213.9% | -0.1% |
| 10Y | +390.9% | +432.3% | -41.5% | +135.0% |
| All | +426.6% | +545.6% | -119.0% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling