+362.8%
HPE vs BAH
-3.7%
+366.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +13.6% | -1.3% | +15.0% | +13.8% |
| 30D | +7.7% | -6.6% | +14.3% | +8.6% |
| 3M | +22.4% | -7.2% | +29.5% | +23.6% |
| 6M | +172.6% | -10.0% | +182.6% | +175.6% |
| YTD | +147.5% | -12.5% | +160.0% | +149.9% |
| 1Y | +151.8% | -27.9% | +179.7% | +162.1% |
| 3Y | +267.1% | -31.4% | +298.5% | +269.6% |
| 5Y | +362.8% | -3.2% | +366.0% | +327.5% |
| All | +362.8% | -3.7% | +366.4% | +327.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling