+340.8%
HPE vs BB
-29.9%
+370.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.7% | -3.5% | -5.6% |
| 7D | +1.4% | -2.1% | +3.5% | +2.0% |
| 30D | +1.5% | -16.0% | +17.6% | +5.5% |
| 3M | +21.7% | -14.5% | +36.3% | +24.5% |
| 6M | +164.2% | +118.6% | +45.6% | +122.3% |
| YTD | +132.1% | +98.9% | +33.1% | +98.9% |
| 1Y | +130.6% | +99.5% | +31.2% | +96.5% |
| 3Y | +244.1% | +65.4% | +178.8% | +189.7% |
| 5Y | +340.8% | -27.6% | +368.5% | +313.3% |
| All | +340.8% | -29.9% | +370.7% | +313.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling