+250.6%
HPE vs BIL
+19.8%
+230.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | -35.3% | 0.0% | -35.3% | -34.3% |
| 3M | -10.4% | +0.6% | -11.0% | -3.9% |
| 6M | +52.5% | +1.5% | +51.0% | +76.0% |
| YTD | +100.3% | +2.8% | +97.5% | +147.7% |
| 1Y | +106.4% | +3.3% | +103.1% | +163.7% |
| 3Y | +227.4% | +13.4% | +214.0% | +556.3% |
| 5Y | +250.6% | +19.8% | +230.8% | +890.5% |
| All | +250.6% | +19.8% | +230.8% | +890.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling