+621.7%
HPE vs BB
+8.3%
+613.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -0.6% | -5.6% | +5.0% | +0.6% |
| 30D | -2.3% | -11.8% | +9.5% | +0.1% |
| 3M | -2.9% | -25.5% | +22.7% | +2.1% |
| 6M | +143.6% | +121.3% | +22.3% | +105.1% |
| YTD | +118.5% | +103.2% | +15.4% | +87.1% |
| 1Y | +129.2% | +102.6% | +26.6% | +95.2% |
| 3Y | +212.5% | +37.5% | +175.0% | +172.1% |
| 5Y | +286.9% | -30.4% | +317.3% | +267.8% |
| 10Y | +432.3% | 0.0% | +432.3% | +233.1% |
| All | +621.7% | +8.3% | +613.4% | +328.6% |
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 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