+1,683.3%
BE vs HPE
+265.2%
+1,418.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.1% | -8.0% | -6.3% |
| 7D | +23.9% | +13.6% | +10.3% | +13.4% |
| 30D | +27.8% | +7.7% | +20.1% | +21.5% |
| 3M | +3.7% | +22.4% | -18.7% | -7.8% |
| 6M | +78.0% | +172.6% | -94.6% | -6.7% |
| YTD | +209.9% | +147.5% | +62.4% | +70.8% |
| 1Y | +389.6% | +151.8% | +237.8% | +167.5% |
| All | +1,683.3% | +265.2% | +1,418.2% | +645.4% |
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 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