+91.7%
BKNG vs HPE
+339.6%
-247.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.2% | +6.8% | +1.9% |
| 7D | -10.7% | +1.4% | -12.1% | -11.3% |
| 30D | -18.1% | +1.5% | -19.6% | -19.0% |
| 3M | +8.5% | +21.7% | -13.2% | +1.5% |
| 6M | -0.1% | +164.2% | -164.2% | -29.3% |
| YTD | -18.2% | +132.1% | -150.3% | -39.8% |
| 1Y | -19.9% | +130.6% | -150.5% | -41.3% |
| 3Y | +41.6% | +244.1% | -202.5% | -16.9% |
| All | +91.7% | +339.6% | -247.9% | -3.5% |
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 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