+369.2%
HPE vs BTDR
+23.3%
+345.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.8% | +5.4% |
| 7D | +13.6% | +14.8% | -1.2% | +12.2% |
| 30D | +7.7% | +41.8% | -34.1% | +4.1% |
| 3M | +22.4% | -29.2% | +51.6% | +24.7% |
| 6M | +172.6% | +66.2% | +106.4% | +157.8% |
| YTD | +147.5% | +10.0% | +137.5% | +140.3% |
| 1Y | +151.8% | -11.0% | +162.8% | +144.7% |
| 3Y | +267.1% | +6.9% | +260.1% | +235.5% |
| 5Y | +362.8% | +24.7% | +338.1% | +305.8% |
| All | +369.2% | +23.3% | +345.9% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling