+269.4%
HPE vs BAX
-33.8%
+303.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +5.4% |
| 7D | +13.6% | -5.1% | +18.7% | +14.6% |
| 30D | +7.7% | -12.2% | +19.9% | +10.1% |
| 3M | +22.4% | +21.8% | +0.6% | +16.8% |
| 6M | +172.6% | +36.3% | +136.3% | +152.4% |
| YTD | +147.5% | +27.8% | +119.7% | +131.8% |
| 1Y | +151.8% | -0.1% | +151.8% | +146.6% |
| All | +269.4% | -33.8% | +303.2% | +286.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling