+717.5%
HPE vs AGI
+799.9%
-82.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +5.1% |
| 7D | +13.6% | +2.2% | +11.4% | +13.5% |
| 30D | +7.7% | +11.3% | -3.6% | +7.2% |
| 3M | +22.4% | +5.6% | +16.7% | +21.9% |
| 6M | +172.6% | -27.7% | +200.3% | +174.8% |
| YTD | +147.5% | -4.1% | +151.6% | +147.3% |
| 1Y | +151.8% | +13.8% | +138.0% | +150.2% |
| 3Y | +267.1% | +217.0% | +50.0% | +255.5% |
| 5Y | +362.8% | +404.3% | -41.6% | +345.1% |
| 10Y | +540.2% | +400.5% | +139.7% | +530.8% |
| All | +717.5% | +799.9% | -82.4% | +644.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling