+244.4%
HPE vs AA
-13.3%
+257.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +2.0% |
| 7D | -9.7% | +1.2% | -11.0% | -10.0% |
| 30D | -34.8% | -5.0% | -29.7% | -33.8% |
| 3M | -12.1% | -22.2% | +10.1% | -6.3% |
| 6M | +53.7% | -36.3% | +90.1% | +73.3% |
| YTD | +101.9% | -24.2% | +126.1% | +114.5% |
| 1Y | +104.3% | +3.9% | +100.5% | +99.2% |
| 3Y | +223.1% | +67.6% | +155.5% | +165.8% |
| All | +244.4% | -13.3% | +257.6% | +204.6% |
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