+389.7%
HPE vs BROS
+38.3%
+351.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +5.4% |
| 7D | +13.6% | -6.6% | +20.2% | +14.6% |
| 30D | +7.7% | -12.3% | +20.1% | +9.6% |
| 3M | +22.4% | -22.2% | +44.6% | +25.5% |
| 6M | +172.6% | -14.3% | +186.9% | +174.4% |
| YTD | +147.5% | -26.6% | +174.1% | +154.3% |
| 1Y | +151.8% | -31.5% | +183.3% | +160.4% |
| 3Y | +267.1% | +62.3% | +204.8% | +237.6% |
| All | +389.7% | +38.3% | +351.4% | +374.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling