+129.2%
HPE vs AUR
+11.8%
+117.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -0.6% | +8.7% | -9.3% | -3.0% |
| 30D | -2.3% | -5.2% | +2.9% | -1.3% |
| 3M | -2.9% | -7.3% | +4.4% | -1.8% |
| 6M | +143.6% | +41.2% | +102.4% | +121.4% |
| YTD | +118.5% | +65.1% | +53.4% | +89.3% |
| 1Y | +129.2% | +13.4% | +115.8% | +119.3% |
| All | +129.2% | +11.8% | +117.4% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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