+116.4%
HPE vs A
+24.4%
+92.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.0% | -6.6% | -5.9% |
| 7D | -17.0% | -2.4% | -14.6% | -16.4% |
| 30D | -26.7% | +3.6% | -30.3% | -27.3% |
| 3M | -4.1% | +27.5% | -31.6% | -10.1% |
| 6M | +75.4% | +58.5% | +16.9% | +53.0% |
| YTD | +111.0% | +31.2% | +79.8% | +97.9% |
| 1Y | +116.4% | +22.2% | +94.2% | +106.6% |
| All | +116.4% | +24.4% | +92.0% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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