+116.4%
HPE vs BN
-3.9%
+120.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.1% | -11.7% | -7.9% |
| 7D | -17.0% | +12.0% | -29.0% | -21.3% |
| 30D | -26.7% | +17.0% | -43.8% | -32.2% |
| 3M | -4.1% | -3.2% | -0.9% | -1.8% |
| 6M | +75.4% | -3.9% | +79.3% | +80.3% |
| YTD | +111.0% | -5.6% | +116.6% | +117.5% |
| 1Y | +116.4% | -4.7% | +121.2% | +122.0% |
| All | +116.4% | -3.9% | +120.4% | +122.0% |
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