+230.3%
HPE vs AS
+142.2%
+88.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.0% | +5.5% |
| 7D | -7.1% | +5.8% | -13.0% | -8.3% |
| 30D | -35.3% | +15.4% | -50.6% | -37.4% |
| 3M | -10.4% | -11.9% | +1.4% | -8.1% |
| 6M | +52.5% | -9.9% | +62.4% | +54.8% |
| YTD | +100.3% | -13.1% | +113.4% | +103.9% |
| 1Y | +106.4% | +9.9% | +96.5% | +97.0% |
| All | +230.3% | +142.2% | +88.1% | +178.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling