+114.4%
HPE vs BEN
+65.1%
+49.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -4.0% |
| 7D | +7.9% | +6.8% | +1.1% | +4.4% |
| 30D | -23.5% | +18.0% | -41.5% | -29.2% |
| 3M | -19.1% | +7.5% | -26.5% | -21.8% |
| 6M | +51.4% | +14.7% | +36.7% | +41.9% |
| YTD | +103.4% | +56.1% | +47.4% | +58.7% |
| 1Y | +114.4% | +69.6% | +44.8% | +50.1% |
| All | +114.4% | +65.1% | +49.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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