+129.2%
HPE vs AGI
+17.6%
+111.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.2% |
| 7D | -0.6% | +0.6% | -1.2% | -0.7% |
| 30D | -2.3% | +18.2% | -20.5% | -5.1% |
| 3M | -2.9% | -4.1% | +1.3% | -2.9% |
| 6M | +143.6% | -28.7% | +172.3% | +151.1% |
| YTD | +118.5% | -4.0% | +122.5% | +118.4% |
| 1Y | +129.2% | +17.4% | +111.8% | +120.8% |
| All | +129.2% | +17.6% | +111.6% | +120.8% |
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