+621.7%
HPE vs A
+361.0%
+260.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.8% |
| 7D | -0.6% | -1.9% | +1.3% | +0.3% |
| 30D | -2.3% | +6.9% | -9.2% | -5.6% |
| 3M | -2.9% | +9.2% | -12.1% | -7.5% |
| 6M | +143.6% | +25.7% | +117.9% | +114.0% |
| YTD | +118.5% | +11.5% | +107.0% | +103.5% |
| 1Y | +129.2% | +18.4% | +110.8% | +105.8% |
| 3Y | +212.5% | +26.6% | +185.9% | +163.5% |
| 5Y | +286.9% | -12.8% | +299.7% | +286.6% |
| 10Y | +432.3% | +247.2% | +185.2% | +115.2% |
| All | +621.7% | +361.0% | +260.7% | +137.4% |
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