+116.4%
HPE vs BROS
-18.6%
+135.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -5.7% |
| 7D | -17.0% | +2.5% | -19.4% | -17.1% |
| 30D | -26.7% | +15.1% | -41.8% | -27.8% |
| 3M | -4.1% | -31.4% | +27.2% | +0.6% |
| 6M | +75.4% | -22.6% | +98.0% | +77.4% |
| YTD | +111.0% | -28.1% | +139.2% | +114.0% |
| 1Y | +116.4% | -20.3% | +136.7% | +109.2% |
| All | +116.4% | -18.6% | +135.1% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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