+104.3%
HPE vs B
+16.8%
+87.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +2.4% |
| 7D | -9.7% | +7.1% | -16.9% | -11.6% |
| 30D | -34.8% | -3.3% | -31.4% | -34.1% |
| 3M | -12.1% | -2.5% | -9.6% | -11.6% |
| 6M | +53.7% | -7.2% | +61.0% | +54.6% |
| YTD | +101.9% | -7.4% | +109.3% | +99.4% |
| 1Y | +104.3% | +16.4% | +87.9% | +88.9% |
| All | +104.3% | +16.8% | +87.6% | +88.9% |
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