+289.4%
HPE vs AGG
+12.5%
+276.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.5% |
| 7D | +19.4% | -1.1% | +20.5% | +19.8% |
| 30D | +5.6% | -1.1% | +6.8% | +6.0% |
| 3M | +33.1% | -1.9% | +35.0% | +33.9% |
| 6M | +192.5% | -1.7% | +194.2% | +193.8% |
| YTD | +160.9% | -1.3% | +162.2% | +162.1% |
| 1Y | +155.0% | -0.7% | +155.7% | +155.9% |
| 3Y | +289.4% | +12.5% | +276.9% | +274.7% |
| All | +289.4% | +12.5% | +276.9% | +274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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