+129.2%
HPE vs BLK
+3.3%
+125.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.1% | -4.3% |
| 7D | -0.6% | -3.6% | +3.0% | +1.0% |
| 30D | -2.3% | -1.0% | -1.3% | -1.8% |
| 3M | -2.9% | +10.4% | -13.2% | -7.0% |
| 6M | +143.6% | +8.2% | +135.4% | +134.6% |
| YTD | +118.5% | +6.0% | +112.5% | +113.4% |
| 1Y | +129.2% | +3.3% | +125.9% | +140.0% |
| All | +129.2% | +3.3% | +125.9% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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