+224.7%
HPE vs BROS
+30.6%
+194.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.5% | -10.2% | -5.0% |
| 7D | +7.9% | +6.3% | +1.6% | +6.5% |
| 30D | -23.5% | -8.3% | -15.1% | -22.3% |
| 3M | -19.1% | -29.8% | +10.7% | -13.8% |
| 6M | +51.4% | -25.8% | +77.2% | +56.4% |
| YTD | +103.4% | -41.4% | +144.8% | +119.5% |
| 1Y | +114.4% | -35.2% | +149.6% | +125.6% |
| 3Y | +224.7% | +32.8% | +191.9% | +188.8% |
| All | +224.7% | +30.6% | +194.1% | +188.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling