+761.8%
HPE vs BLK
+330.0%
+431.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.6% | +10.8% | +11.4% |
| 7D | +19.4% | -3.3% | +22.7% | +21.9% |
| 30D | +5.6% | -6.5% | +12.1% | +10.2% |
| 3M | +33.1% | +6.7% | +26.3% | +26.5% |
| 6M | +192.5% | +14.7% | +177.7% | +163.5% |
| YTD | +160.9% | +2.5% | +158.4% | +152.2% |
| 1Y | +155.0% | -2.8% | +157.7% | +155.1% |
| 3Y | +289.4% | +65.9% | +223.5% | +174.3% |
| 5Y | +395.7% | +33.0% | +362.7% | +292.4% |
| 10Y | +574.8% | +281.2% | +293.6% | +140.3% |
| All | +761.8% | +330.0% | +431.7% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling