+489.7%
HPE vs BN
+263.5%
+226.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -5.0% | -5.5% |
| 7D | +1.4% | -5.9% | +7.3% | +5.1% |
| 30D | +1.5% | -15.1% | +16.6% | +12.0% |
| 3M | +21.7% | -14.6% | +36.3% | +33.7% |
| 6M | +164.2% | -8.4% | +172.6% | +176.2% |
| YTD | +132.1% | -16.8% | +148.9% | +156.6% |
| 1Y | +130.6% | -14.4% | +145.0% | +150.7% |
| 3Y | +244.1% | +70.1% | +174.0% | +141.8% |
| 5Y | +340.8% | +33.5% | +307.3% | +246.3% |
| All | +489.7% | +263.5% | +226.2% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling