+362.8%
HPE vs AR
+148.2%
+214.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +13.6% | -1.2% | +14.8% | +13.9% |
| 30D | +7.7% | +5.5% | +2.2% | +6.3% |
| 3M | +22.4% | +12.9% | +9.5% | +18.4% |
| 6M | +172.6% | +0.1% | +172.5% | +170.6% |
| YTD | +147.5% | +13.5% | +134.0% | +137.7% |
| 1Y | +151.8% | +21.6% | +130.2% | +137.1% |
| 3Y | +267.1% | +46.0% | +221.1% | +228.8% |
| 5Y | +362.8% | +143.7% | +219.0% | +247.6% |
| All | +362.8% | +148.2% | +214.5% | +247.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling