+249.2%
HPE vs BAH
-32.1%
+281.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.9% | +8.7% | +7.8% |
| 7D | +10.1% | -4.3% | +14.5% | +10.5% |
| 30D | +5.3% | -4.5% | +9.7% | +5.6% |
| 3M | +12.7% | -7.6% | +20.3% | +13.7% |
| 6M | +167.7% | -10.6% | +178.3% | +170.1% |
| YTD | +135.5% | -12.6% | +148.0% | +137.0% |
| 1Y | +143.4% | -27.0% | +170.4% | +149.1% |
| 3Y | +249.2% | -31.5% | +280.7% | +263.7% |
| All | +249.2% | -32.1% | +281.3% | +263.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling