+370.3%
HPE vs AR
+57.4%
+312.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +7.9% | +7.4% | +0.5% | +6.6% |
| 30D | -23.5% | +5.8% | -29.2% | -24.2% |
| 3M | -19.1% | +5.2% | -24.3% | -19.9% |
| 6M | +51.4% | +5.4% | +46.0% | +49.2% |
| YTD | +103.4% | +12.4% | +91.0% | +97.6% |
| 1Y | +114.4% | +12.8% | +101.6% | +108.0% |
| 3Y | +224.7% | +47.2% | +177.5% | +198.3% |
| 5Y | +277.8% | +101.1% | +176.6% | +220.0% |
| All | +370.3% | +57.4% | +312.9% | +289.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling