+416.2%
HPE vs BROS
+35.1%
+381.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.4% | +12.3% |
| 7D | +19.4% | -5.8% | +25.2% | +20.4% |
| 30D | +5.6% | -14.0% | +19.6% | +7.7% |
| 3M | +33.1% | -32.5% | +65.6% | +39.5% |
| 6M | +192.5% | -14.9% | +207.4% | +194.8% |
| YTD | +160.9% | -28.3% | +189.2% | +169.1% |
| 1Y | +155.0% | -34.0% | +188.9% | +165.2% |
| 3Y | +289.4% | +63.0% | +226.4% | +258.6% |
| All | +416.2% | +35.1% | +381.1% | +402.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling