+72.9%
BAC vs HPE
+331.4%
-258.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -2.8% |
| 7D | +1.2% | +10.1% | -9.0% | -1.9% |
| 30D | -0.7% | +5.3% | -6.0% | -2.7% |
| 3M | +16.9% | +12.7% | +4.2% | +11.2% |
| 6M | +29.6% | +167.7% | -138.1% | -11.8% |
| YTD | +15.3% | +135.5% | -120.2% | -18.0% |
| 1Y | +28.8% | +143.4% | -114.6% | -10.3% |
| 3Y | +136.4% | +249.2% | -112.8% | +32.1% |
| 5Y | +72.9% | +343.8% | -270.9% | -19.4% |
| All | +72.9% | +331.4% | -258.5% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling