+130.6%
HPE vs BROS
-33.2%
+163.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.4% | -2.9% | -5.8% |
| 7D | +1.4% | -6.1% | +7.5% | +2.3% |
| 30D | +1.5% | -12.4% | +13.9% | +3.3% |
| 3M | +21.7% | -27.9% | +49.7% | +25.2% |
| 6M | +164.2% | -16.8% | +181.0% | +160.5% |
| YTD | +132.1% | -29.0% | +161.1% | +135.4% |
| 1Y | +130.6% | -33.2% | +163.8% | +130.4% |
| All | +130.6% | -33.2% | +163.8% | +130.4% |
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 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