+224.7%
HPE vs B
+163.8%
+60.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -3.6% |
| 7D | +7.9% | -7.3% | +15.2% | +9.5% |
| 30D | -23.5% | -3.3% | -20.1% | -23.2% |
| 3M | -19.1% | -7.8% | -11.3% | -17.9% |
| 6M | +51.4% | -15.5% | +66.9% | +55.1% |
| YTD | +103.4% | -12.3% | +115.7% | +105.6% |
| 1Y | +114.4% | +5.4% | +109.0% | +110.0% |
| 3Y | +224.7% | +165.5% | +59.1% | +165.7% |
| All | +224.7% | +163.8% | +60.9% | +165.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling