+224.1%
HPE vs BIL
+14.1%
+210.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.0% |
| 7D | -0.6% | +0.1% | -0.7% | +0.8% |
| 30D | -2.3% | +0.3% | -2.6% | +3.0% |
| 3M | -2.9% | +0.9% | -3.8% | +12.0% |
| 6M | +143.6% | +1.8% | +141.7% | +200.3% |
| YTD | +118.5% | +2.4% | +116.1% | +180.4% |
| 1Y | +129.2% | +3.7% | +125.5% | +228.6% |
| All | +224.1% | +14.1% | +210.0% | +555.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling