+72.3%
BA vs HPE
+479.1%
-406.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.5% | -4.1% |
| 7D | +2.5% | +10.1% | -7.7% | -2.1% |
| 30D | -10.1% | +5.3% | -15.4% | -12.8% |
| 3M | -2.4% | +12.7% | -15.1% | -9.3% |
| 6M | -8.8% | +167.7% | -176.5% | -47.1% |
| YTD | -2.9% | +135.5% | -138.4% | -40.5% |
| 1Y | -8.8% | +143.4% | -152.1% | -45.9% |
| 3Y | -0.3% | +249.2% | -249.4% | -56.7% |
| 5Y | -0.3% | +343.8% | -344.1% | -64.4% |
| 10Y | +72.3% | +495.9% | -423.5% | -51.6% |
| All | +72.3% | +479.1% | -406.7% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling