+116.4%
HPE vs AR
+14.7%
+101.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.3% | +0.6% | -5.0% |
| 7D | -17.0% | -11.1% | -5.9% | -15.9% |
| 30D | -26.7% | +7.9% | -34.6% | -26.9% |
| 3M | -4.1% | +4.9% | -9.0% | -4.7% |
| 6M | +75.4% | -5.3% | +80.7% | +77.6% |
| YTD | +111.0% | +8.6% | +102.4% | +106.9% |
| 1Y | +116.4% | +13.7% | +102.8% | +110.7% |
| All | +116.4% | +14.7% | +101.7% | +110.7% |
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