+563.1%
HPE vs BTG
+159.3%
+403.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.4% |
| 7D | +19.4% | -3.8% | +23.2% | +19.8% |
| 30D | +5.6% | +3.6% | +2.0% | +5.3% |
| 3M | +33.1% | +32.0% | +1.0% | +29.9% |
| 6M | +192.5% | +3.4% | +189.1% | +189.7% |
| YTD | +160.9% | +20.8% | +140.1% | +155.3% |
| 1Y | +155.0% | +22.4% | +132.5% | +148.3% |
| 3Y | +289.4% | +91.7% | +197.7% | +264.6% |
| 5Y | +395.7% | +79.0% | +316.7% | +363.5% |
| All | +563.1% | +159.3% | +403.8% | +534.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling