+489.7%
HPE vs AA
+123.1%
+366.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.8% | -1.5% | -4.9% |
| 7D | +1.4% | -5.4% | +6.8% | +3.1% |
| 30D | +1.5% | -10.7% | +12.2% | +4.5% |
| 3M | +21.7% | -26.2% | +47.9% | +31.5% |
| 6M | +164.2% | -20.9% | +185.1% | +179.1% |
| YTD | +132.1% | -8.6% | +140.7% | +133.5% |
| 1Y | +130.6% | +57.4% | +73.3% | +96.7% |
| 3Y | +244.1% | +77.8% | +166.3% | +169.4% |
| 5Y | +340.8% | +2.7% | +338.1% | +265.8% |
| All | +489.7% | +123.1% | +366.7% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling