+597.9%
HPE vs A
+429.5%
+168.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.9% |
| 7D | +13.6% | +0.7% | +12.9% | +13.2% |
| 30D | -27.1% | +0.8% | -27.9% | -27.2% |
| 3M | -14.5% | +16.9% | -31.3% | -20.8% |
| 6M | +66.9% | +53.8% | +13.2% | +33.5% |
| YTD | +111.3% | +28.1% | +83.2% | +84.1% |
| 1Y | +117.5% | +15.0% | +102.4% | +100.0% |
| 3Y | +238.1% | +63.1% | +175.0% | +151.9% |
| 5Y | +292.4% | +11.5% | +280.9% | +246.5% |
| 10Y | +389.3% | +303.2% | +86.2% | +84.2% |
| All | +597.9% | +429.5% | +168.5% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling