+155.0%
HPE vs BKR
+28.9%
+126.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.6% | +13.0% | +12.6% |
| 7D | +19.4% | -7.0% | +26.4% | +22.7% |
| 30D | +5.6% | -8.1% | +13.7% | +8.9% |
| 3M | +33.1% | -6.6% | +39.7% | +35.4% |
| 6M | +192.5% | +0.9% | +191.6% | +192.3% |
| YTD | +160.9% | +31.1% | +129.8% | +146.4% |
| 1Y | +155.0% | +27.7% | +127.3% | +146.2% |
| All | +155.0% | +28.9% | +126.1% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling