+563.1%
HPE vs BP
+137.7%
+425.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.4% | +12.4% |
| 7D | +19.4% | +5.2% | +14.2% | +16.8% |
| 30D | +5.6% | +8.7% | -3.1% | +1.5% |
| 3M | +33.1% | +9.3% | +23.7% | +26.6% |
| 6M | +192.5% | +13.6% | +178.9% | +171.8% |
| YTD | +160.9% | +37.7% | +123.3% | +120.8% |
| 1Y | +155.0% | +40.6% | +114.3% | +112.7% |
| 3Y | +289.4% | +40.3% | +249.1% | +218.8% |
| 5Y | +395.7% | +141.4% | +254.2% | +200.1% |
| All | +563.1% | +137.7% | +425.4% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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