+116.4%
HPE vs AUR
-17.4%
+133.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.4% | -1.2% | -4.3% |
| 7D | -17.0% | -19.8% | +2.9% | -11.4% |
| 30D | -26.7% | -29.0% | +2.3% | -19.0% |
| 3M | -4.1% | -43.6% | +39.4% | +12.2% |
| 6M | +75.4% | -36.6% | +112.1% | +98.9% |
| YTD | +111.0% | +6.3% | +104.8% | +110.3% |
| 1Y | +116.4% | -9.0% | +125.5% | +124.4% |
| All | +116.4% | -17.4% | +133.8% | +124.4% |
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