+571.9%
HPE vs AA
+88.3%
+483.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -2.0% | -3.2% |
| 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% | -13.9% |
| 6M | +51.4% | -41.6% | +93.0% | +76.0% |
| YTD | +103.4% | -24.6% | +128.1% | +116.4% |
| 1Y | +114.4% | +4.9% | +109.5% | +106.8% |
| 3Y | +224.7% | +66.8% | +157.8% | +159.7% |
| 5Y | +277.8% | -19.4% | +297.2% | +239.8% |
| 10Y | +371.1% | +43.1% | +328.0% | +168.3% |
| All | +571.9% | +88.3% | +483.7% | +245.4% |
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