+116.4%
HPE vs AG
+29.4%
+87.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +9.1% | -14.8% | -7.3% |
| 7D | -17.0% | -2.6% | -14.4% | -16.6% |
| 30D | -26.7% | -12.1% | -14.6% | -25.0% |
| 3M | -4.1% | -6.6% | +2.4% | -3.4% |
| 6M | +75.4% | -20.5% | +95.9% | +79.4% |
| YTD | +111.0% | -7.4% | +118.5% | +105.9% |
| 1Y | +116.4% | +33.4% | +83.0% | +91.7% |
| All | +116.4% | +29.4% | +87.1% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling