+276.2%
HPE vs BP
+113.6%
+162.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.0% |
| 7D | +7.9% | +3.8% | +4.1% | +6.4% |
| 30D | -23.5% | -5.3% | -18.2% | -22.0% |
| 3M | -19.1% | +9.3% | -28.3% | -22.0% |
| 6M | +51.4% | +7.2% | +44.2% | +46.2% |
| YTD | +103.4% | +38.0% | +65.4% | +75.8% |
| 1Y | +114.4% | +33.2% | +81.2% | +87.6% |
| 3Y | +224.7% | +50.3% | +174.4% | +165.5% |
| All | +276.2% | +113.6% | +162.6% | +151.0% |
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