+333.2%
HPE vs AHR
+356.1%
-22.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.9% | +13.3% | +12.5% |
| 7D | +19.4% | -2.1% | +21.5% | +19.6% |
| 30D | +5.6% | +1.9% | +3.7% | +5.4% |
| 3M | +33.1% | +15.7% | +17.4% | +29.9% |
| 6M | +192.5% | +2.5% | +189.9% | +191.5% |
| YTD | +160.9% | +15.0% | +145.9% | +152.4% |
| 1Y | +155.0% | +28.1% | +126.9% | +138.6% |
| All | +333.2% | +356.1% | -22.9% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 5y: compounded portfolio wealth divided by compounded AHR 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…
5y analysis · Full analysis span regression · 6 months rolling