+114.4%
HPE vs ALL
+30.2%
+84.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.5% |
| 7D | +7.9% | +5.0% | +2.8% | +10.7% |
| 30D | -23.5% | +13.3% | -36.8% | -18.0% |
| 3M | -19.1% | +3.2% | -22.2% | -16.4% |
| 6M | +51.4% | +25.3% | +26.1% | +66.1% |
| YTD | +103.4% | +30.5% | +73.0% | +122.4% |
| 1Y | +114.4% | +29.2% | +85.2% | +133.9% |
| All | +114.4% | +30.2% | +84.2% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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