+116.4%
HPE vs BAH
+6.2%
+110.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.5% | -7.1% | -5.6% |
| 7D | -17.0% | +5.8% | -22.7% | -16.6% |
| 30D | -26.7% | +28.7% | -55.4% | -25.7% |
| 3M | -4.1% | +20.9% | -25.0% | -3.0% |
| 6M | +75.4% | +15.2% | +60.3% | +78.6% |
| YTD | +111.0% | +7.1% | +104.0% | +111.7% |
| 1Y | +116.4% | +6.4% | +110.1% | +112.8% |
| All | +116.4% | +6.2% | +110.3% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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