+571.9%
HPE vs BB
+25.2%
+546.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -3.2% |
| 7D | +7.9% | +1.8% | +6.0% | +7.5% |
| 30D | -23.5% | +8.1% | -31.6% | -24.8% |
| 3M | -19.1% | -1.0% | -18.1% | -19.2% |
| 6M | +51.4% | +45.9% | +5.5% | +38.5% |
| YTD | +103.4% | +134.8% | -31.4% | +68.6% |
| 1Y | +114.4% | +104.6% | +9.8% | +81.9% |
| 3Y | +224.7% | +152.8% | +71.8% | +152.2% |
| 5Y | +277.8% | -17.4% | +295.2% | +247.7% |
| 10Y | +371.1% | +22.4% | +348.7% | +179.1% |
| All | +571.9% | +25.2% | +546.7% | +286.1% |
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