+233.1%
HPE vs AS
+137.8%
+95.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.2% |
| 7D | -9.7% | +4.5% | -14.2% | -10.6% |
| 30D | -34.8% | +13.2% | -48.0% | -36.7% |
| 3M | -12.1% | -11.9% | -0.2% | -9.8% |
| 6M | +53.7% | -11.6% | +65.3% | +56.7% |
| YTD | +101.9% | -14.7% | +116.6% | +106.4% |
| 1Y | +104.3% | +5.7% | +98.6% | +96.9% |
| All | +233.1% | +137.8% | +95.3% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling