+571.9%
HPE vs BBWI
-59.8%
+631.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.1% |
| 7D | +7.9% | +0.1% | +7.7% | +7.8% |
| 30D | -23.5% | +12.9% | -36.4% | -26.0% |
| 3M | -19.1% | +16.0% | -35.1% | -22.9% |
| 6M | +51.4% | +16.6% | +34.8% | +42.2% |
| YTD | +103.4% | +9.7% | +93.7% | +91.2% |
| 1Y | +114.4% | +1.5% | +112.9% | +102.9% |
| 3Y | +224.7% | -21.4% | +246.0% | +216.4% |
| 5Y | +277.8% | -67.6% | +345.3% | +337.9% |
| 10Y | +371.1% | -46.8% | +417.9% | +296.1% |
| All | +571.9% | -59.8% | +631.7% | +496.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling