+707.7%
BE vs HPE
+321.9%
+385.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -14.9% | -14.5% | -0.4% | -5.0% |
| 6M | -28.1% | +66.9% | -95.0% | -50.2% |
| YTD | +132.4% | +111.3% | +21.1% | +32.9% |
| 1Y | +59.4% | +117.5% | -58.1% | -10.4% |
| 3Y | +1,815.8% | +238.1% | +1,577.8% | +652.7% |
| 5Y | +491.3% | +292.4% | +198.9% | +105.4% |
| All | +707.7% | +321.9% | +385.8% | +116.9% |
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