+249.2%
HPE vs BP
+36.5%
+212.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.4% | +5.3% | +7.0% |
| 7D | +10.1% | +0.9% | +9.2% | +9.8% |
| 30D | +5.3% | +9.1% | -3.9% | +2.3% |
| 3M | +12.7% | +3.9% | +8.8% | +11.0% |
| 6M | +167.7% | +13.6% | +154.0% | +153.2% |
| YTD | +135.5% | +34.0% | +101.4% | +108.8% |
| 1Y | +143.4% | +39.2% | +104.2% | +111.7% |
| 3Y | +249.2% | +36.4% | +212.8% | +197.7% |
| All | +249.2% | +36.5% | +212.7% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling