+522.9%
HPE vs AR
+53.3%
+469.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -18.7% | -14.3% | -4.5% | -16.6% |
| 30D | -37.9% | +1.4% | -39.3% | -38.1% |
| 3M | -14.4% | +3.4% | -17.8% | -15.1% |
| 6M | +48.2% | -2.1% | +50.3% | +47.9% |
| YTD | +88.6% | +4.7% | +83.9% | +85.5% |
| 1Y | +94.8% | +10.6% | +84.2% | +89.6% |
| 3Y | +202.7% | +24.6% | +178.1% | +185.9% |
| 5Y | +231.6% | +71.9% | +159.8% | +188.8% |
| 10Y | +361.9% | +46.4% | +315.5% | +261.5% |
| All | +522.9% | +53.3% | +469.6% | +382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling