+164.2%
HPE vs AUR
+37.3%
+126.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.6% | -5.4% |
| 7D | +1.4% | +0.2% | +1.3% | +1.5% |
| 30D | +1.5% | -8.9% | +10.5% | +4.1% |
| 3M | +21.7% | +4.6% | +17.1% | +19.0% |
| 6M | +164.2% | +44.9% | +119.3% | +148.3% |
| All | +164.2% | +37.3% | +126.9% | +148.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling