+362.8%
HPE vs AA
+15.6%
+347.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +5.6% |
| 7D | +13.6% | -0.6% | +14.3% | +13.9% |
| 30D | +7.7% | -1.6% | +9.3% | +7.7% |
| 3M | +22.4% | -29.8% | +52.2% | +33.1% |
| 6M | +172.6% | -16.6% | +189.2% | +183.4% |
| YTD | +147.5% | -4.0% | +151.6% | +146.7% |
| 1Y | +151.8% | +63.5% | +88.3% | +116.8% |
| 3Y | +267.1% | +86.8% | +180.3% | +193.0% |
| 5Y | +362.8% | +12.4% | +350.4% | +283.7% |
| All | +362.8% | +15.6% | +347.2% | +283.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling