+130.6%
HPE vs AG
+119.5%
+11.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.9% | -1.4% | -5.5% |
| 7D | +1.4% | -5.8% | +7.2% | +2.5% |
| 30D | +1.5% | +6.4% | -4.8% | +0.4% |
| 3M | +21.7% | +28.4% | -6.6% | +16.4% |
| 6M | +164.2% | -24.5% | +188.6% | +167.0% |
| YTD | +132.1% | +21.2% | +110.9% | +120.4% |
| 1Y | +130.6% | +114.1% | +16.5% | +96.9% |
| All | +130.6% | +119.5% | +11.2% | +96.9% |
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