+269.4%
HPE vs BBWI
-47.8%
+317.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.3% | +11.4% | +6.4% |
| 7D | +13.6% | -4.4% | +18.1% | +14.4% |
| 30D | +7.7% | -7.4% | +15.1% | +8.8% |
| 3M | +22.4% | -2.2% | +24.6% | +21.1% |
| 6M | +172.6% | -16.3% | +188.9% | +177.2% |
| YTD | +147.5% | -9.1% | +156.7% | +144.7% |
| 1Y | +151.8% | -34.5% | +186.3% | +170.7% |
| All | +269.4% | -47.8% | +317.2% | +302.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling