+563.1%
HPE vs BB
+1.6%
+561.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.7% | +12.1% |
| 7D | +19.4% | -0.4% | +19.8% | +19.6% |
| 30D | +5.6% | -12.5% | +18.2% | +8.4% |
| 3M | +33.1% | -17.4% | +50.5% | +36.8% |
| 6M | +192.5% | +119.1% | +73.3% | +149.0% |
| YTD | +160.9% | +102.4% | +58.5% | +125.5% |
| 1Y | +155.0% | +98.2% | +56.8% | +120.0% |
| 3Y | +289.4% | +46.9% | +242.5% | +238.9% |
| 5Y | +395.7% | -26.4% | +422.1% | +366.8% |
| All | +563.1% | +1.6% | +561.5% | +354.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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