+717.5%
HPE vs AU
+1,325.2%
-607.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.1% |
| 7D | +13.6% | +0.6% | +13.0% | +13.6% |
| 30D | +7.7% | +12.3% | -4.6% | +7.3% |
| 3M | +22.4% | +29.4% | -7.0% | +21.2% |
| 6M | +172.6% | +3.2% | +169.4% | +171.1% |
| YTD | +147.5% | +31.8% | +115.7% | +144.9% |
| 1Y | +151.8% | +83.4% | +68.4% | +147.4% |
| 3Y | +267.1% | +623.1% | -356.0% | +252.6% |
| 5Y | +362.8% | +700.5% | -337.7% | +344.2% |
| 10Y | +540.2% | +717.6% | -177.4% | +529.3% |
| All | +717.5% | +1,325.2% | -607.8% | +679.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling