+269.4%
HPE vs BEN
+53.1%
+216.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.7% | +5.8% |
| 7D | +13.6% | +3.4% | +10.3% | +11.7% |
| 30D | +7.7% | +1.8% | +5.9% | +6.7% |
| 3M | +22.4% | +8.4% | +14.0% | +17.6% |
| 6M | +172.6% | +35.6% | +137.0% | +135.0% |
| YTD | +147.5% | +46.4% | +101.2% | +105.7% |
| 1Y | +151.8% | +46.3% | +105.5% | +109.0% |
| All | +269.4% | +53.1% | +216.3% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling