+269.4%
HPE vs BN
+71.3%
+198.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +6.3% |
| 7D | +13.6% | -3.0% | +16.6% | +15.5% |
| 30D | +7.7% | -13.0% | +20.7% | +17.0% |
| 3M | +22.4% | -15.2% | +37.6% | +35.0% |
| 6M | +172.6% | -5.9% | +178.5% | +179.6% |
| YTD | +147.5% | -15.8% | +163.3% | +171.6% |
| 1Y | +151.8% | -12.2% | +164.0% | +169.1% |
| All | +269.4% | +71.3% | +198.1% | +185.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling