+340.8%
HPE vs BAX
-67.5%
+408.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.4% | -6.1% |
| 7D | +1.4% | -5.4% | +6.9% | +2.5% |
| 30D | +1.5% | -12.4% | +13.9% | +4.1% |
| 3M | +21.7% | +19.1% | +2.6% | +16.3% |
| 6M | +164.2% | +38.6% | +125.6% | +142.2% |
| YTD | +132.1% | +26.7% | +105.3% | +116.5% |
| 1Y | +130.6% | +1.0% | +129.6% | +125.1% |
| 3Y | +244.1% | -33.9% | +278.0% | +261.6% |
| 5Y | +340.8% | -67.0% | +407.9% | +448.0% |
| All | +340.8% | -67.5% | +408.3% | +448.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling