+677.7%
HPE vs BR
+254.2%
+423.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.5% | +10.2% | +8.8% |
| 7D | +10.1% | -5.9% | +16.1% | +13.1% |
| 30D | +5.3% | +1.9% | +3.4% | +4.0% |
| 3M | +12.7% | +14.7% | -2.0% | +4.5% |
| 6M | +167.7% | -12.8% | +180.4% | +181.1% |
| YTD | +135.5% | -23.0% | +158.5% | +162.5% |
| 1Y | +143.4% | -31.7% | +175.1% | +188.7% |
| 3Y | +249.2% | -4.8% | +253.9% | +240.2% |
| 5Y | +343.8% | +7.8% | +336.0% | +293.5% |
| 10Y | +495.9% | +184.1% | +311.8% | +175.7% |
| All | +677.7% | +254.2% | +423.4% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling