+717.5%
HPE vs BTG
+446.6%
+270.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.5% | +5.0% |
| 7D | +13.6% | +2.4% | +11.2% | +13.4% |
| 30D | +7.7% | +9.5% | -1.8% | +7.0% |
| 3M | +22.4% | +38.5% | -16.1% | +19.3% |
| 6M | +172.6% | +5.6% | +166.9% | +169.8% |
| YTD | +147.5% | +23.9% | +123.6% | +142.3% |
| 1Y | +151.8% | +32.1% | +119.7% | +144.7% |
| 3Y | +267.1% | +103.2% | +163.9% | +244.7% |
| 5Y | +362.8% | +79.7% | +283.0% | +334.9% |
| 10Y | +540.2% | +159.1% | +381.0% | +498.1% |
| All | +717.5% | +446.6% | +270.9% | +625.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling