+116.4%
HPE vs BIL
+3.0%
+113.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -17.0% | -0.3% | -16.7% | -14.6% |
| 30D | -26.7% | 0.0% | -26.7% | -23.3% |
| 3M | -4.1% | +0.3% | -4.5% | +15.3% |
| 6M | +75.4% | +1.2% | +74.2% | +148.7% |
| YTD | +111.0% | +2.4% | +108.6% | +132.1% |
| 1Y | +116.4% | +3.0% | +113.4% | +76.9% |
| All | +116.4% | +3.0% | +113.4% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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