+934.0%
BE vs HPE
+363.3%
+570.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.2% | +2.2% | +0.4% |
| 7D | +9.7% | +1.4% | +8.3% | +8.0% |
| 30D | +22.4% | +1.5% | +20.8% | +20.8% |
| 3M | +10.4% | +21.7% | -11.4% | -2.3% |
| 6M | +67.9% | +164.2% | -96.3% | -16.7% |
| YTD | +197.5% | +132.1% | +65.4% | +58.7% |
| 1Y | +310.6% | +130.6% | +179.9% | +120.6% |
| 3Y | +1,657.2% | +244.1% | +1,413.1% | +581.8% |
| 5Y | +1,218.2% | +340.8% | +877.3% | +316.0% |
| All | +934.0% | +363.3% | +570.6% | +159.0% |
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 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