+340.8%
HPE vs BND
-2.6%
+343.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.2% |
| 7D | +1.4% | -0.9% | +2.4% | +1.5% |
| 30D | +1.5% | -1.0% | +2.5% | +1.7% |
| 3M | +21.7% | -1.2% | +23.0% | +21.9% |
| 6M | +164.2% | -2.0% | +166.2% | +164.5% |
| YTD | +132.1% | -1.2% | +133.2% | +132.3% |
| 1Y | +130.6% | -0.5% | +131.1% | +130.9% |
| 3Y | +244.1% | +12.4% | +231.7% | +241.6% |
| 5Y | +340.8% | -2.5% | +343.3% | +239.9% |
| All | +340.8% | -2.6% | +343.4% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 5y: compounded portfolio wealth divided by compounded BND 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…
5y analysis · Full analysis span regression · 6 months rolling