+249.2%
HPE vs AA
+89.1%
+160.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.5% | +4.2% | +6.7% |
| 7D | +10.1% | +1.7% | +8.5% | +9.7% |
| 30D | +5.3% | +3.3% | +2.0% | +3.8% |
| 3M | +12.7% | -29.4% | +42.1% | +24.0% |
| 6M | +167.7% | -12.8% | +180.5% | +176.9% |
| YTD | +135.5% | -2.1% | +137.6% | +133.6% |
| 1Y | +143.4% | +62.8% | +80.6% | +104.5% |
| 3Y | +249.2% | +90.5% | +158.7% | +164.2% |
| All | +249.2% | +89.1% | +160.0% | +164.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling