+155.0%
HPE vs AU
+72.0%
+83.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.4% |
| 7D | +19.4% | -4.3% | +23.7% | +20.1% |
| 30D | +5.6% | +7.3% | -1.7% | +4.7% |
| 3M | +33.1% | +26.3% | +6.7% | +28.4% |
| 6M | +192.5% | +1.8% | +190.7% | +184.7% |
| YTD | +160.9% | +26.8% | +134.1% | +154.0% |
| 1Y | +155.0% | +66.7% | +88.3% | +142.2% |
| All | +155.0% | +72.0% | +83.0% | +142.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling