+370.3%
HPE vs BIL
+26.1%
+344.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.6% |
| 7D | +7.9% | +0.1% | +7.8% | +8.1% |
| 30D | -23.5% | +0.3% | -23.8% | -22.8% |
| 3M | -19.1% | +1.0% | -20.0% | -16.9% |
| 6M | +51.4% | +1.9% | +49.5% | +59.6% |
| YTD | +103.4% | +3.2% | +100.3% | +120.3% |
| 1Y | +114.4% | +3.7% | +110.7% | +134.9% |
| 3Y | +224.7% | +13.8% | +210.8% | +315.9% |
| 5Y | +277.8% | +20.3% | +257.5% | +417.5% |
| All | +370.3% | +26.1% | +344.1% | +643.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling