+621.7%
HPE vs BP
+134.8%
+486.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.7% |
| 7D | -0.6% | +3.9% | -4.5% | -2.5% |
| 30D | -2.3% | +7.6% | -9.9% | -5.8% |
| 3M | -2.9% | +0.7% | -3.6% | -4.0% |
| 6M | +143.6% | +15.5% | +128.1% | +124.0% |
| YTD | +118.5% | +30.8% | +87.7% | +88.9% |
| 1Y | +129.2% | +34.3% | +94.9% | +94.8% |
| 3Y | +212.5% | +35.1% | +177.5% | +159.7% |
| 5Y | +286.9% | +126.8% | +160.1% | +140.5% |
| 10Y | +432.3% | +123.4% | +309.0% | +212.2% |
| All | +621.7% | +134.8% | +486.9% | +302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling