+290.6%
HPE vs AUR
-36.7%
+327.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.6% | -6.0% |
| 7D | +1.4% | +0.2% | +1.3% | +1.4% |
| 30D | +1.5% | -8.9% | +10.5% | +2.5% |
| 3M | +21.7% | +4.6% | +17.1% | +20.9% |
| 6M | +164.2% | +44.9% | +119.3% | +153.2% |
| YTD | +132.1% | +64.8% | +67.2% | +119.1% |
| 1Y | +130.6% | +16.4% | +114.3% | +124.6% |
| 3Y | +244.1% | +85.1% | +159.0% | +211.0% |
| 5Y | +340.8% | -36.1% | +376.9% | +271.4% |
| All | +290.6% | -36.7% | +327.3% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling