+129.2%
HPE vs AR
+22.7%
+106.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -0.6% | +2.5% | -3.1% | -1.0% |
| 30D | -2.3% | +14.8% | -17.1% | -4.8% |
| 3M | -2.9% | +6.2% | -9.1% | -3.9% |
| 6M | +143.6% | +4.3% | +139.3% | +140.4% |
| YTD | +118.5% | +14.4% | +104.2% | +109.9% |
| 1Y | +129.2% | +21.3% | +107.9% | +119.7% |
| All | +129.2% | +22.7% | +106.5% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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