+96.7%
BAC vs HPE
+228.2%
-131.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | +2.1% | -9.7% | +11.8% | +4.0% |
| 30D | -6.7% | -34.8% | +28.1% | +1.3% |
| 3M | -20.2% | -12.1% | -8.1% | -19.2% |
| 6M | -0.2% | +53.7% | -53.9% | -13.9% |
| YTD | -6.4% | +101.9% | -108.3% | -25.9% |
| 1Y | -3.1% | +104.3% | -107.4% | -23.7% |
| 3Y | +96.7% | +223.1% | -126.3% | +26.2% |
| All | +96.7% | +228.2% | -131.5% | +26.2% |
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