+151.8%
HPE vs B
+55.6%
+96.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.9% |
| 7D | +13.6% | +1.0% | +12.6% | +13.4% |
| 30D | +7.7% | +9.5% | -1.8% | +5.6% |
| 3M | +22.4% | +14.3% | +8.0% | +18.1% |
| 6M | +172.6% | -1.9% | +174.5% | +166.9% |
| YTD | +147.5% | +4.1% | +143.4% | +141.6% |
| 1Y | +151.8% | +56.1% | +95.7% | +139.7% |
| All | +151.8% | +55.6% | +96.2% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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