+597.9%
HPE vs BB
+28.3%
+569.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.5% |
| 7D | +13.6% | +9.0% | +4.6% | +11.5% |
| 30D | -27.1% | +7.7% | -34.8% | -28.3% |
| 3M | -14.5% | +4.0% | -18.5% | -15.5% |
| 6M | +66.9% | +46.6% | +20.3% | +52.4% |
| YTD | +111.3% | +140.6% | -29.3% | +74.2% |
| 1Y | +117.5% | +103.1% | +14.4% | +84.7% |
| 3Y | +238.1% | +150.5% | +87.5% | +162.9% |
| 5Y | +292.4% | -15.4% | +307.8% | +259.2% |
| 10Y | +389.3% | +25.4% | +363.9% | +188.4% |
| All | +597.9% | +28.3% | +569.7% | +298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling