+491.3%
BE vs HPE
+276.0%
+215.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +20.5% | +13.6% | +7.0% | +10.5% |
| 30D | -23.4% | -27.1% | +3.8% | -3.1% |
| 3M | -14.9% | -14.5% | -0.4% | -5.1% |
| 6M | -28.1% | +66.9% | -95.0% | -49.4% |
| YTD | +132.4% | +111.3% | +21.1% | +35.7% |
| 1Y | +59.4% | +117.5% | -58.1% | -8.6% |
| 3Y | +1,815.8% | +238.1% | +1,577.8% | +666.5% |
| 5Y | +491.3% | +292.4% | +198.9% | +99.4% |
| All | +491.3% | +276.0% | +215.3% | +99.4% |
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