+116.4%
HPE vs AGI
-1.1%
+117.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +10.8% | -16.5% | -7.9% |
| 7D | -17.0% | -5.3% | -11.7% | -16.0% |
| 30D | -26.7% | -7.1% | -19.6% | -25.5% |
| 3M | -4.1% | +4.4% | -8.6% | -5.3% |
| 6M | +75.4% | -23.0% | +98.4% | +83.7% |
| YTD | +111.0% | -22.0% | +133.0% | +114.7% |
| 1Y | +116.4% | +0.3% | +116.2% | +95.8% |
| All | +116.4% | -1.1% | +117.5% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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