+597.9%
HPE vs BAH
+294.7%
+303.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +13.6% | -2.6% | +16.1% | +14.3% |
| 30D | -27.1% | +20.4% | -47.5% | -30.7% |
| 3M | -14.5% | +11.9% | -26.3% | -17.6% |
| 6M | +66.9% | +17.1% | +49.8% | +57.2% |
| YTD | +111.3% | +5.5% | +105.8% | +102.6% |
| 1Y | +117.5% | +5.6% | +111.9% | +108.1% |
| 3Y | +238.1% | -26.5% | +264.6% | +245.1% |
| 5Y | +292.4% | +6.5% | +285.9% | +235.5% |
| 10Y | +389.3% | +203.0% | +186.3% | +156.8% |
| All | +597.9% | +294.7% | +303.2% | +206.2% |
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