+289.4%
HPE vs BTG
+94.8%
+194.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.4% |
| 7D | +19.4% | -3.8% | +23.2% | +20.0% |
| 30D | +5.6% | +3.6% | +2.0% | +5.1% |
| 3M | +33.1% | +32.0% | +1.0% | +27.9% |
| 6M | +192.5% | +3.4% | +189.1% | +187.5% |
| YTD | +160.9% | +20.8% | +140.1% | +151.9% |
| 1Y | +155.0% | +22.4% | +132.5% | +142.9% |
| 3Y | +289.4% | +91.7% | +197.7% | +249.3% |
| All | +289.4% | +94.8% | +194.6% | +249.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling