+317.3%
HPE vs BTSG
+389.4%
-72.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.5% | +11.0% | +12.0% |
| 7D | +19.4% | -3.3% | +22.7% | +20.7% |
| 30D | +5.6% | -1.6% | +7.2% | +6.2% |
| 3M | +33.1% | -6.9% | +40.0% | +34.5% |
| 6M | +192.5% | +42.1% | +150.4% | +161.3% |
| YTD | +160.9% | +56.8% | +104.1% | +126.5% |
| 1Y | +155.0% | +109.8% | +45.1% | +104.1% |
| All | +317.3% | +389.4% | -72.1% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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