+116.4%
HPE vs AS
+3.3%
+113.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.1% | -10.8% | -5.9% |
| 7D | -17.0% | +13.8% | -30.7% | -17.7% |
| 30D | -26.7% | +16.7% | -43.4% | -27.7% |
| 3M | -4.1% | -11.5% | +7.4% | -1.7% |
| 6M | +75.4% | -5.5% | +80.9% | +76.1% |
| YTD | +111.0% | -14.2% | +125.2% | +114.9% |
| 1Y | +116.4% | +2.1% | +114.4% | +115.4% |
| All | +116.4% | +3.3% | +113.1% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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