+298.3%
BAC vs HPE
+525.5%
-227.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.9% | -1.9% |
| 7D | -1.9% | +0.3% | -2.2% | -2.3% |
| 30D | -7.2% | -28.6% | +21.4% | +5.0% |
| 3M | -20.4% | -7.4% | -13.1% | -20.7% |
| 6M | +1.3% | +63.7% | -62.4% | -24.9% |
| YTD | -6.4% | +111.7% | -118.1% | -39.5% |
| 1Y | -3.5% | +123.5% | -127.0% | -39.4% |
| 3Y | +96.7% | +238.7% | -142.0% | -7.8% |
| 5Y | +20.6% | +261.0% | -240.4% | -47.0% |
| 10Y | +233.0% | +390.2% | -157.2% | +14.6% |
| All | +298.3% | +525.5% | -227.2% | +20.0% |
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