+26.6%
BA vs HPE
+366.8%
-340.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | 0.0% | -9.7% | +9.8% | +3.7% |
| 30D | -8.9% | -34.8% | +25.8% | +6.7% |
| 3M | -25.5% | -12.1% | -13.4% | -24.9% |
| 6M | -27.0% | +53.7% | -80.7% | -46.2% |
| YTD | -20.1% | +101.9% | -122.1% | -49.8% |
| 1Y | -11.0% | +104.3% | -115.3% | -44.7% |
| 3Y | -11.8% | +223.1% | -234.9% | -62.4% |
| 5Y | -20.6% | +249.2% | -269.8% | -69.2% |
| 10Y | +26.6% | +372.4% | -345.8% | -61.4% |
| All | +26.6% | +366.8% | -340.1% | -61.4% |
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 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