+597.9%
HPE vs AG
+252.3%
+345.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.3% |
| 7D | +13.6% | -6.0% | +19.6% | +14.2% |
| 30D | -27.1% | -14.3% | -12.8% | -26.1% |
| 3M | -14.5% | -26.9% | +12.5% | -12.3% |
| 6M | +66.9% | -42.1% | +109.1% | +73.9% |
| YTD | +111.3% | -15.9% | +127.2% | +112.0% |
| 1Y | +117.5% | +11.5% | +106.0% | +113.2% |
| 3Y | +238.1% | +208.0% | +30.1% | +200.2% |
| 5Y | +292.4% | +2.4% | +290.0% | +266.4% |
| 10Y | +389.3% | +77.0% | +312.3% | +328.4% |
| All | +597.9% | +252.3% | +345.7% | +410.9% |
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 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