+566.9%
HPE vs AG
+276.2%
+290.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.7% | +1.3% |
| 7D | -9.7% | +6.0% | -15.7% | -10.2% |
| 30D | -34.8% | -13.5% | -21.2% | -33.9% |
| 3M | -12.1% | -20.7% | +8.6% | -10.5% |
| 6M | +53.7% | -31.5% | +85.3% | +57.9% |
| YTD | +101.9% | -10.1% | +112.1% | +101.5% |
| 1Y | +104.3% | +26.0% | +78.3% | +98.3% |
| 3Y | +223.1% | +228.9% | -5.8% | +185.3% |
| 5Y | +249.2% | +8.7% | +240.5% | +224.3% |
| 10Y | +372.4% | +71.9% | +300.5% | +314.0% |
| All | +566.9% | +276.2% | +290.7% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling