+599.2%
HPE vs BAH
+294.1%
+305.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | +0.3% | -1.6% | +1.9% | +0.6% |
| 30D | -28.6% | +18.0% | -46.6% | -31.8% |
| 3M | -7.4% | +11.4% | -18.8% | -10.7% |
| 6M | +63.7% | +17.7% | +46.0% | +53.8% |
| YTD | +111.7% | +5.4% | +106.3% | +103.1% |
| 1Y | +123.5% | +2.8% | +120.7% | +115.6% |
| 3Y | +238.7% | -26.7% | +265.3% | +245.9% |
| 5Y | +261.0% | +8.1% | +253.0% | +206.3% |
| 10Y | +390.2% | +202.5% | +187.7% | +157.4% |
| All | +599.2% | +294.1% | +305.1% | +206.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling