+40.5%
BA vs HPE
+457.3%
-416.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | +1.1% | -18.7% | +19.8% | +8.9% |
| 30D | -7.9% | -37.9% | +30.0% | +9.5% |
| 3M | -25.3% | -14.4% | -10.9% | -23.9% |
| 6M | -24.6% | +48.2% | -72.8% | -42.8% |
| YTD | -20.1% | +88.6% | -108.7% | -47.0% |
| 1Y | -11.8% | +94.8% | -106.5% | -42.7% |
| 3Y | -10.1% | +202.7% | -212.8% | -58.3% |
| 5Y | -22.7% | +231.6% | -254.4% | -67.1% |
| 10Y | +35.1% | +361.9% | -326.8% | -54.3% |
| All | +40.5% | +457.3% | -416.7% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling