+621.7%
HPE vs AR
+67.5%
+554.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -0.6% | +2.5% | -3.1% | -1.0% |
| 30D | -2.3% | +14.8% | -17.1% | -4.6% |
| 3M | -2.9% | +6.2% | -9.1% | -4.1% |
| 6M | +143.6% | +4.3% | +139.3% | +140.6% |
| YTD | +118.5% | +14.4% | +104.2% | +112.2% |
| 1Y | +129.2% | +21.3% | +107.9% | +119.9% |
| 3Y | +212.5% | +39.8% | +172.7% | +189.6% |
| 5Y | +286.9% | +142.1% | +144.8% | +219.9% |
| 10Y | +432.3% | +52.0% | +380.3% | +313.3% |
| All | +621.7% | +67.5% | +554.2% | +451.7% |
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 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