+666.4%
HPE vs BKR
+109.7%
+556.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.7% | +0.4% | -3.7% |
| 7D | +1.4% | -6.7% | +8.1% | +4.2% |
| 30D | +1.5% | -8.3% | +9.9% | +5.0% |
| 3M | +21.7% | -5.4% | +27.1% | +24.2% |
| 6M | +164.2% | +0.8% | +163.4% | +162.0% |
| YTD | +132.1% | +31.8% | +100.2% | +106.8% |
| 1Y | +130.6% | +28.6% | +102.1% | +106.6% |
| 3Y | +244.1% | +71.2% | +172.9% | +172.1% |
| 5Y | +340.8% | +179.2% | +161.6% | +175.0% |
| 10Y | +500.2% | +124.0% | +376.2% | +233.0% |
| All | +666.4% | +109.7% | +556.8% | +334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling