+599.2%
HPE vs BN
+299.2%
+300.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.3% |
| 7D | +0.3% | -2.4% | +2.7% | +2.0% |
| 30D | -28.6% | +13.5% | -42.1% | -34.5% |
| 3M | -7.4% | -5.9% | -1.4% | -4.6% |
| 6M | +63.7% | -8.9% | +72.6% | +71.4% |
| YTD | +111.7% | -7.9% | +119.6% | +118.5% |
| 1Y | +123.5% | -8.3% | +131.8% | +131.3% |
| 3Y | +238.7% | +100.8% | +137.9% | +113.3% |
| 5Y | +261.0% | +38.2% | +222.8% | +176.3% |
| 10Y | +390.2% | +302.3% | +87.9% | +74.9% |
| All | +599.2% | +299.2% | +300.0% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling