+717.5%
HPE vs BG
+119.0%
+598.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | +13.6% | +0.5% | +13.1% | +13.5% |
| 30D | +7.7% | +10.3% | -2.6% | +4.2% |
| 3M | +22.4% | -1.9% | +24.3% | +22.5% |
| 6M | +172.6% | +5.2% | +167.3% | +166.4% |
| YTD | +147.5% | +41.2% | +106.4% | +119.0% |
| 1Y | +151.8% | +50.5% | +101.3% | +115.9% |
| 3Y | +267.1% | +19.9% | +247.1% | +233.1% |
| 5Y | +362.8% | +86.7% | +276.1% | +243.7% |
| 10Y | +540.2% | +167.5% | +372.7% | +272.9% |
| All | +717.5% | +119.0% | +598.5% | +406.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling