+370.3%
HPE vs BAH
+198.8%
+171.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.5% | -3.7% |
| 7D | +7.9% | +1.7% | +6.2% | +7.5% |
| 30D | -23.5% | +20.8% | -44.3% | -27.0% |
| 3M | -19.1% | +11.6% | -30.6% | -21.7% |
| 6M | +51.4% | +23.1% | +28.3% | +41.6% |
| YTD | +103.4% | +5.3% | +98.2% | +96.1% |
| 1Y | +114.4% | +6.1% | +108.3% | +105.7% |
| 3Y | +224.7% | -27.5% | +252.2% | +233.1% |
| 5Y | +277.8% | +6.2% | +271.6% | +226.5% |
| All | +370.3% | +198.8% | +171.5% | +184.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling