+717.5%
HPE vs BND
+20.6%
+696.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | +13.6% | -0.1% | +13.8% | +13.6% |
| 30D | +7.7% | -0.2% | +8.0% | +7.7% |
| 3M | +22.4% | -0.7% | +23.1% | +22.4% |
| 6M | +172.6% | -1.7% | +174.3% | +172.3% |
| YTD | +147.5% | -0.5% | +148.0% | +147.5% |
| 1Y | +151.8% | +0.4% | +151.4% | +151.9% |
| 3Y | +267.1% | +13.1% | +253.9% | +268.7% |
| 5Y | +362.8% | -2.1% | +364.8% | +344.6% |
| 10Y | +540.2% | +15.7% | +524.5% | +638.7% |
| All | +717.5% | +20.6% | +696.9% | +865.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling