+114.4%
HPE vs AA
-0.3%
+114.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -2.0% | -3.1% |
| 7D | +7.9% | +0.5% | +7.4% | +7.7% |
| 30D | -23.5% | -0.6% | -22.9% | -23.3% |
| 3M | -19.1% | -19.7% | +0.6% | -13.5% |
| 6M | +51.4% | -41.6% | +93.0% | +80.8% |
| YTD | +103.4% | -24.6% | +128.1% | +127.2% |
| 1Y | +114.4% | +4.9% | +109.5% | +115.8% |
| All | +114.4% | -0.3% | +114.7% | +115.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling