+397.7%
BAC vs HPE
+533.2%
-135.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -1.7% |
| 7D | +0.6% | +13.6% | -13.0% | -5.0% |
| 30D | -1.4% | +7.7% | -9.1% | -5.1% |
| 3M | +15.7% | +22.4% | -6.6% | +3.9% |
| 6M | +32.2% | +172.6% | -140.4% | -21.5% |
| YTD | +15.8% | +147.5% | -131.7% | -28.5% |
| 1Y | +27.3% | +151.8% | -124.5% | -23.0% |
| 3Y | +137.5% | +267.1% | -129.6% | +9.2% |
| 5Y | +73.1% | +362.8% | -289.7% | -32.7% |
| 10Y | +397.7% | +540.2% | -142.4% | +53.4% |
| All | +397.7% | +533.2% | -135.5% | +53.4% |
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