+362.8%
HPE vs BP
+141.6%
+221.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.5% |
| 7D | +13.6% | +4.0% | +9.7% | +12.1% |
| 30D | +7.7% | +7.8% | -0.1% | +4.6% |
| 3M | +22.4% | +8.4% | +14.0% | +18.0% |
| 6M | +172.6% | +15.1% | +157.5% | +155.1% |
| YTD | +147.5% | +36.4% | +111.1% | +115.6% |
| 1Y | +151.8% | +40.9% | +110.9% | +115.5% |
| 3Y | +267.1% | +38.8% | +228.2% | +210.7% |
| 5Y | +362.8% | +141.1% | +221.7% | +180.1% |
| All | +362.8% | +141.6% | +221.2% | +180.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling