+597.9%
HPE vs AA
+91.6%
+506.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.2% |
| 7D | +13.6% | +5.3% | +8.3% | +11.9% |
| 30D | -27.1% | -2.3% | -24.8% | -26.6% |
| 3M | -14.5% | -20.8% | +6.4% | -8.7% |
| 6M | +66.9% | -39.8% | +106.8% | +92.5% |
| YTD | +111.3% | -23.3% | +134.6% | +123.6% |
| 1Y | +117.5% | +1.8% | +115.6% | +111.5% |
| 3Y | +238.1% | +69.5% | +168.5% | +169.1% |
| 5Y | +292.4% | -18.0% | +310.4% | +251.1% |
| 10Y | +389.3% | +45.7% | +343.7% | +177.3% |
| All | +597.9% | +91.6% | +506.3% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling