+211.1%
HPE vs AS
+134.9%
+76.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -18.7% | +6.9% | -25.7% | -20.0% |
| 30D | -37.9% | +16.0% | -53.9% | -40.1% |
| 3M | -14.4% | -12.8% | -1.5% | -12.0% |
| 6M | +48.2% | -15.4% | +63.6% | +52.7% |
| YTD | +88.6% | -15.7% | +104.4% | +93.3% |
| 1Y | +94.8% | +6.1% | +88.7% | +87.4% |
| All | +211.1% | +134.9% | +76.2% | +164.1% |
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