+271.1%
HPE vs BTSG
+382.3%
-111.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.6% | +0.4% | -4.4% |
| 7D | +1.4% | -5.8% | +7.2% | +3.2% |
| 30D | +1.5% | 0.0% | +1.6% | +1.7% |
| 3M | +21.7% | -4.5% | +26.2% | +22.2% |
| 6M | +164.2% | +40.0% | +124.2% | +136.9% |
| YTD | +132.1% | +54.6% | +77.5% | +102.2% |
| 1Y | +130.6% | +106.1% | +24.5% | +85.5% |
| All | +271.1% | +382.3% | -111.2% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling