+129.2%
HPE vs BR
-29.1%
+158.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -5.0% |
| 7D | -0.6% | -5.3% | +4.7% | -1.4% |
| 30D | -2.3% | +6.4% | -8.7% | -1.3% |
| 3M | -2.9% | +13.6% | -16.5% | 0.0% |
| 6M | +143.6% | -6.7% | +150.3% | +149.7% |
| YTD | +118.5% | -21.1% | +139.6% | +137.1% |
| 1Y | +129.2% | -29.6% | +158.8% | +161.8% |
| All | +129.2% | -29.1% | +158.3% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling