+104.3%
HPE vs AR
+9.7%
+94.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.3% | +2.8% | +6.4% |
| 7D | -9.7% | -5.8% | -4.0% | -9.1% |
| 30D | -34.8% | +4.8% | -39.6% | -34.8% |
| 3M | -12.1% | +1.5% | -13.6% | -12.1% |
| 6M | +53.7% | +4.7% | +49.0% | +52.5% |
| YTD | +101.9% | +9.2% | +92.7% | +97.9% |
| 1Y | +104.3% | +11.2% | +93.2% | +100.1% |
| All | +104.3% | +9.7% | +94.6% | +100.1% |
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