+343.8%
HPE vs BIL
+19.4%
+324.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.8% |
| 7D | +10.1% | +0.1% | +10.1% | +10.9% |
| 30D | +5.3% | +0.3% | +5.0% | +8.0% |
| 3M | +12.7% | +0.9% | +11.8% | +21.6% |
| 6M | +167.7% | +1.8% | +165.8% | +203.9% |
| YTD | +135.5% | +2.5% | +133.0% | +176.3% |
| 1Y | +143.4% | +3.7% | +139.7% | +206.7% |
| 3Y | +249.2% | +14.1% | +235.1% | +581.1% |
| 5Y | +343.8% | +19.4% | +324.4% | +1,014.0% |
| All | +343.8% | +19.4% | +324.4% | +1,014.0% |
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