+28.1%
BA vs HPE
+381.7%
-353.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -3.1% |
| 7D | -1.7% | -7.1% | +5.4% | +0.6% |
| 30D | -9.5% | -35.3% | +25.8% | +6.5% |
| 3M | -26.5% | -10.4% | -16.0% | -26.5% |
| 6M | -27.4% | +52.5% | -79.8% | -46.3% |
| YTD | -20.6% | +100.3% | -120.9% | -49.9% |
| 1Y | -11.4% | +106.4% | -117.8% | -45.3% |
| 3Y | -10.8% | +227.4% | -238.2% | -62.4% |
| 5Y | -21.9% | +250.6% | -272.5% | -69.8% |
| 10Y | +28.1% | +365.4% | -337.2% | -60.8% |
| All | +28.1% | +381.7% | -353.6% | -60.8% |
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 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