+129.2%
HPE vs BN
-6.5%
+135.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.3% |
| 7D | -0.6% | -2.5% | +1.9% | +0.9% |
| 30D | -2.3% | -9.5% | +7.2% | +3.7% |
| 3M | -2.9% | -10.4% | +7.5% | +3.6% |
| 6M | +143.6% | -6.4% | +149.9% | +150.8% |
| YTD | +118.5% | -11.9% | +130.4% | +133.5% |
| 1Y | +129.2% | -8.6% | +137.8% | +138.7% |
| All | +129.2% | -6.5% | +135.7% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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