+561.5%
HPE vs B
+572.3%
-10.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +5.8% |
| 7D | -7.1% | +11.3% | -18.5% | -8.0% |
| 30D | -35.3% | +2.9% | -38.2% | -35.5% |
| 3M | -10.4% | -2.9% | -7.6% | -10.3% |
| 6M | +52.5% | -1.2% | +53.7% | +52.2% |
| YTD | +100.3% | -1.3% | +101.6% | +99.6% |
| 1Y | +106.4% | +30.4% | +76.0% | +102.5% |
| 3Y | +227.4% | +195.3% | +32.1% | +206.7% |
| 5Y | +250.6% | +146.2% | +104.4% | +228.2% |
| 10Y | +365.4% | +200.5% | +164.9% | +338.4% |
| All | +561.5% | +572.3% | -10.8% | +504.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling