+396.0%
HPE vs BTDR
+20.7%
+375.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.7% | +8.7% | +12.1% |
| 7D | +19.4% | -3.4% | +22.8% | +19.8% |
| 30D | +5.6% | +32.6% | -27.0% | +2.7% |
| 3M | +33.1% | -32.2% | +65.3% | +36.2% |
| 6M | +192.5% | +52.4% | +140.1% | +178.7% |
| YTD | +160.9% | +6.7% | +154.2% | +154.2% |
| 1Y | +155.0% | -15.2% | +170.2% | +149.0% |
| 3Y | +289.4% | +14.9% | +274.5% | +256.0% |
| All | +396.0% | +20.7% | +375.3% | +329.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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