+114.4%
HPE vs BBWI
+0.1%
+114.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -3.8% |
| 7D | +7.9% | +0.1% | +7.7% | +7.9% |
| 30D | -23.5% | +12.9% | -36.4% | -23.7% |
| 3M | -19.1% | +16.0% | -35.1% | -19.6% |
| 6M | +51.4% | +16.6% | +34.8% | +48.9% |
| YTD | +103.4% | +9.7% | +93.7% | +103.5% |
| 1Y | +114.4% | +1.5% | +112.9% | +115.3% |
| All | +114.4% | +0.1% | +114.3% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling