+540.2%
HPE vs BUD
-24.2%
+564.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.9% |
| 7D | +13.6% | -1.3% | +15.0% | +14.1% |
| 30D | +7.7% | -6.1% | +13.9% | +10.1% |
| 3M | +22.4% | -3.8% | +26.1% | +23.4% |
| 6M | +172.6% | +8.2% | +164.4% | +161.3% |
| YTD | +147.5% | +23.6% | +123.9% | +124.0% |
| 1Y | +151.8% | +33.4% | +118.4% | +120.0% |
| 3Y | +267.1% | +45.3% | +221.7% | +199.1% |
| 5Y | +362.8% | +44.3% | +318.5% | +270.7% |
| 10Y | +540.2% | -22.8% | +562.9% | +465.7% |
| All | +540.2% | -24.2% | +564.3% | +465.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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