+72.0%
BA vs HPE
+545.6%
-473.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +2.7% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | -11.6% | -2.3% | -9.3% | -11.3% |
| 3M | -2.4% | -2.9% | +0.5% | -3.1% |
| 6M | -6.6% | +143.6% | -150.2% | -41.9% |
| YTD | -2.2% | +118.5% | -120.8% | -36.5% |
| 1Y | -8.0% | +129.2% | -137.2% | -42.4% |
| 3Y | -5.0% | +212.5% | -217.5% | -54.0% |
| 5Y | -2.7% | +286.9% | -289.6% | -59.7% |
| 10Y | +75.9% | +432.3% | -356.5% | -41.7% |
| All | +72.0% | +545.6% | -473.6% | -49.1% |
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