+621.7%
HPE vs BIL
+25.3%
+596.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.3% |
| 30D | -2.3% | +0.3% | -2.6% | -1.3% |
| 3M | -2.9% | +0.9% | -3.8% | -0.2% |
| 6M | +143.6% | +1.8% | +141.7% | +154.6% |
| YTD | +118.5% | +2.4% | +116.1% | +131.2% |
| 1Y | +129.2% | +3.7% | +125.5% | +149.3% |
| 3Y | +212.5% | +14.2% | +198.4% | +295.9% |
| 5Y | +286.9% | +19.4% | +267.5% | +413.6% |
| 10Y | +432.3% | +25.2% | +407.1% | +669.5% |
| All | +621.7% | +25.3% | +596.4% | +940.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling