+563.1%
HPE vs AU
+699.0%
-135.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.4% |
| 7D | +19.4% | -4.3% | +23.7% | +19.6% |
| 30D | +5.6% | +7.3% | -1.7% | +5.3% |
| 3M | +33.1% | +26.3% | +6.7% | +31.7% |
| 6M | +192.5% | +1.8% | +190.7% | +190.9% |
| YTD | +160.9% | +26.8% | +134.1% | +158.0% |
| 1Y | +155.0% | +66.7% | +88.3% | +150.2% |
| 3Y | +289.4% | +579.1% | -289.7% | +270.2% |
| 5Y | +395.7% | +689.3% | -293.7% | +370.4% |
| All | +563.1% | +699.0% | -135.9% | +574.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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