+129.2%
HPE vs BTG
+38.4%
+90.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.3% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | -2.3% | +36.8% | -39.1% | -7.1% |
| 3M | -2.9% | +23.1% | -26.0% | -6.4% |
| 6M | +143.6% | +3.5% | +140.1% | +137.6% |
| YTD | +118.5% | +25.5% | +93.0% | +108.9% |
| 1Y | +129.2% | +40.1% | +89.1% | +104.7% |
| All | +129.2% | +38.4% | +90.8% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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