+249.2%
HPE vs AG
+272.3%
-23.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.8% | +7.9% |
| 7D | +10.1% | +4.5% | +5.7% | +9.5% |
| 30D | +5.3% | +12.9% | -7.6% | +3.4% |
| 3M | +12.7% | +20.9% | -8.3% | +9.3% |
| 6M | +167.7% | -19.5% | +187.2% | +170.2% |
| YTD | +135.5% | +24.8% | +110.7% | +124.6% |
| 1Y | +143.4% | +120.2% | +23.2% | +115.6% |
| 3Y | +249.2% | +279.0% | -29.8% | +178.3% |
| All | +249.2% | +272.3% | -23.1% | +178.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling