-13.6%
BKNG vs HPE
+113.0%
-126.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -5.7% | +15.5% | +9.5% |
| 7D | +15.6% | -17.0% | +32.5% | +14.6% |
| 30D | +8.0% | -26.7% | +34.7% | +6.8% |
| 3M | -11.8% | -4.1% | -7.6% | -12.3% |
| 6M | +3.8% | +75.4% | -71.7% | -4.2% |
| YTD | -19.6% | +111.0% | -130.6% | -28.8% |
| 1Y | -13.6% | +116.4% | -130.0% | -24.5% |
| All | -13.6% | +113.0% | -126.6% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling