+310.9%
HPE vs AHR
+357.7%
-46.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.2% |
| 7D | +13.6% | -4.3% | +18.0% | +14.1% |
| 30D | +7.7% | -3.1% | +10.8% | +8.0% |
| 3M | +22.4% | +15.7% | +6.7% | +19.5% |
| 6M | +172.6% | +4.1% | +168.5% | +170.9% |
| YTD | +147.5% | +15.4% | +132.1% | +139.4% |
| 1Y | +151.8% | +28.0% | +123.8% | +135.9% |
| All | +310.9% | +357.7% | -46.8% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling