+492.7%
V vs HPE
+491.8%
+1.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -1.5% |
| 7D | -0.8% | -7.1% | +6.3% | +0.6% |
| 30D | +9.5% | -35.3% | +44.8% | +20.2% |
| 3M | +16.7% | -10.4% | +27.1% | +16.9% |
| 6M | +32.9% | +52.5% | -19.5% | +11.6% |
| YTD | +21.1% | +100.3% | -79.2% | -7.3% |
| 1Y | +26.6% | +106.4% | -79.7% | -4.3% |
| 3Y | +78.4% | +227.4% | -149.0% | +8.9% |
| 5Y | +105.5% | +250.6% | -145.1% | +19.3% |
| 10Y | +444.2% | +365.4% | +78.9% | +163.4% |
| All | +492.7% | +491.8% | +1.0% | +156.8% |
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 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