+621.7%
HPE vs AA
+136.1%
+485.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -3.9% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | -2.3% | +5.0% | -7.3% | -4.1% |
| 3M | -2.9% | -35.8% | +33.0% | +9.4% |
| 6M | +143.6% | -18.4% | +162.0% | +154.9% |
| YTD | +118.5% | -5.5% | +124.0% | +117.6% |
| 1Y | +129.2% | +61.0% | +68.2% | +93.5% |
| 3Y | +212.5% | +66.2% | +146.3% | +148.2% |
| 5Y | +286.9% | +11.4% | +275.5% | +212.2% |
| 10Y | +432.3% | +116.9% | +315.5% | +165.8% |
| All | +621.7% | +136.1% | +485.6% | +247.3% |
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