+339.2%
HPE vs AUR
-35.7%
+374.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.6% | +10.9% | +12.3% |
| 7D | +19.4% | +1.4% | +18.0% | +19.3% |
| 30D | +5.6% | -6.4% | +12.0% | +6.3% |
| 3M | +33.1% | +7.7% | +25.4% | +31.7% |
| 6M | +192.5% | +44.5% | +148.0% | +180.3% |
| YTD | +160.9% | +67.4% | +93.5% | +145.9% |
| 1Y | +155.0% | +15.4% | +139.5% | +148.4% |
| 3Y | +289.4% | +94.8% | +194.6% | +250.6% |
| 5Y | +395.7% | -35.1% | +430.8% | +317.0% |
| All | +339.2% | -35.7% | +374.9% | +267.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling