+597.9%
HPE vs BAX
-10.3%
+608.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.5% |
| 7D | +13.6% | +0.4% | +13.2% | +13.5% |
| 30D | -27.1% | +3.4% | -30.5% | -28.1% |
| 3M | -14.5% | -4.5% | -10.0% | -13.8% |
| 6M | +66.9% | +44.0% | +22.9% | +44.2% |
| YTD | +111.3% | +34.9% | +76.4% | +84.7% |
| 1Y | +117.5% | +37.9% | +79.6% | +88.2% |
| 3Y | +238.1% | -17.1% | +255.2% | +235.0% |
| 5Y | +292.4% | -64.3% | +356.7% | +458.0% |
| 10Y | +389.3% | -35.9% | +425.2% | +368.4% |
| All | +597.9% | -10.3% | +608.2% | +408.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling