-16.1%
BA vs HPE
+240.9%
-257.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -0.6% | +13.6% | -14.1% | -2.3% |
| 30D | -8.0% | -27.1% | +19.1% | -4.2% |
| 3M | -25.8% | -14.5% | -11.3% | -25.1% |
| 6M | -27.6% | +66.9% | -94.5% | -36.7% |
| YTD | -21.0% | +111.3% | -132.3% | -34.8% |
| 1Y | -12.3% | +117.5% | -129.7% | -28.3% |
| All | -16.1% | +240.9% | -257.0% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling