+563.1%
HPE vs BG
+166.7%
+396.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.7% | +14.2% | +13.0% |
| 7D | +19.4% | +3.1% | +16.3% | +18.2% |
| 30D | +5.6% | +10.2% | -4.6% | +2.0% |
| 3M | +33.1% | -1.7% | +34.7% | +33.0% |
| 6M | +192.5% | +1.0% | +191.5% | +189.4% |
| YTD | +160.9% | +39.9% | +121.0% | +131.2% |
| 1Y | +155.0% | +53.2% | +101.7% | +116.9% |
| 3Y | +289.4% | +16.3% | +273.1% | +257.1% |
| 5Y | +395.7% | +83.9% | +311.8% | +267.0% |
| All | +563.1% | +166.7% | +396.4% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling