+563.1%
HPE vs BRO
+294.2%
+268.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.7% | +12.5% |
| 7D | +19.4% | -7.3% | +26.7% | +22.6% |
| 30D | +5.6% | -6.9% | +12.5% | +8.0% |
| 3M | +33.1% | +10.7% | +22.4% | +24.5% |
| 6M | +192.5% | -2.7% | +195.1% | +187.6% |
| YTD | +160.9% | -16.3% | +177.2% | +174.4% |
| 1Y | +155.0% | -29.1% | +184.0% | +190.9% |
| 3Y | +289.4% | -7.8% | +297.2% | +272.2% |
| 5Y | +395.7% | +18.7% | +376.9% | +290.7% |
| All | +563.1% | +294.2% | +268.9% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling