+155.0%
HPE vs BBWI
-31.4%
+186.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +6.4% | +6.0% | +11.9% |
| 7D | +19.4% | -4.8% | +24.2% | +19.6% |
| 30D | +5.6% | +3.5% | +2.1% | +5.0% |
| 3M | +33.1% | -0.3% | +33.4% | +32.1% |
| 6M | +192.5% | -5.4% | +197.8% | +191.0% |
| YTD | +160.9% | -4.7% | +165.6% | +160.5% |
| 1Y | +155.0% | -30.5% | +185.4% | +165.4% |
| All | +155.0% | -31.4% | +186.3% | +165.4% |
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