+761.8%
HPE vs BRKR
+210.2%
+551.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.7% | +12.5% |
| 7D | +19.4% | -8.7% | +28.1% | +22.6% |
| 30D | +5.6% | -9.9% | +15.5% | +8.8% |
| 3M | +33.1% | -3.1% | +36.1% | +31.1% |
| 6M | +192.5% | +45.5% | +147.0% | +148.9% |
| YTD | +160.9% | +13.7% | +147.2% | +139.1% |
| 1Y | +155.0% | +67.4% | +87.5% | +101.1% |
| 3Y | +289.4% | -13.2% | +302.6% | +263.6% |
| 5Y | +395.7% | -39.5% | +435.1% | +415.4% |
| 10Y | +574.8% | +153.5% | +421.4% | +280.2% |
| All | +761.8% | +210.2% | +551.6% | +350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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