-8.8%
BA vs HPE
+142.4%
-151.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.5% | -1.2% |
| 7D | +2.5% | +10.1% | -7.7% | +1.8% |
| 30D | -10.1% | +5.3% | -15.4% | -10.5% |
| 3M | -2.4% | +12.7% | -15.1% | -3.3% |
| 6M | -8.8% | +167.7% | -176.5% | -17.8% |
| YTD | -2.9% | +135.5% | -138.4% | -11.2% |
| 1Y | -8.8% | +143.4% | -152.1% | -14.4% |
| All | -8.8% | +142.4% | -151.1% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling