+370.3%
HPE vs BAX
-35.8%
+406.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | +7.9% | +0.1% | +7.8% | +7.9% |
| 30D | -23.5% | +4.1% | -27.6% | -24.6% |
| 3M | -19.1% | -4.5% | -14.5% | -18.5% |
| 6M | +51.4% | +49.2% | +2.2% | +30.5% |
| YTD | +103.4% | +35.2% | +68.2% | +79.2% |
| 1Y | +114.4% | +38.3% | +76.1% | +87.1% |
| 3Y | +224.7% | -19.0% | +243.7% | +225.6% |
| 5Y | +277.8% | -64.2% | +341.9% | +428.5% |
| All | +370.3% | -35.8% | +406.1% | +427.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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