+396.0%
HPE vs BTG
+78.0%
+318.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 3M | +33.1% | +32.0% | +1.0% | +27.6% |
| 6M | +192.5% | +3.4% | +189.1% | +187.7% |
| YTD | +160.9% | +20.8% | +140.1% | +151.0% |
| 1Y | +155.0% | +22.4% | +132.5% | +142.5% |
| 3Y | +289.4% | +91.7% | +197.7% | +241.2% |
| All | +396.0% | +78.0% | +318.0% | +346.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling