+489.7%
HPE vs BAH
+207.1%
+282.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.8% | -11.1% | -7.4% |
| 7D | +1.4% | +2.4% | -1.0% | +0.7% |
| 30D | +1.5% | -2.9% | +4.5% | +2.1% |
| 3M | +21.7% | -1.3% | +23.1% | +21.4% |
| 6M | +164.2% | -0.9% | +165.1% | +161.2% |
| YTD | +132.1% | -8.2% | +140.3% | +132.4% |
| 1Y | +130.6% | -24.0% | +154.6% | +142.6% |
| 3Y | +244.1% | -28.1% | +272.2% | +248.3% |
| 5Y | +340.8% | +2.5% | +338.3% | +279.2% |
| All | +489.7% | +207.1% | +282.7% | +271.5% |
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