+289.4%
HPE vs BR
-5.3%
+294.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.7% | +12.5% |
| 7D | +19.4% | -3.0% | +22.4% | +19.8% |
| 30D | +5.6% | -0.3% | +5.9% | +5.6% |
| 3M | +33.1% | +17.3% | +15.8% | +29.4% |
| 6M | +192.5% | -6.7% | +199.2% | +200.6% |
| YTD | +160.9% | -23.4% | +184.4% | +188.4% |
| 1Y | +155.0% | -32.7% | +187.6% | +196.9% |
| 3Y | +289.4% | -5.9% | +295.3% | +300.5% |
| All | +289.4% | -5.3% | +294.7% | +300.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling