+597.9%
HPE vs BUD
-9.0%
+607.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +13.6% | -1.6% | +15.2% | +14.2% |
| 30D | -27.1% | +6.7% | -33.8% | -29.5% |
| 3M | -14.5% | +5.9% | -20.3% | -17.3% |
| 6M | +66.9% | +5.1% | +61.9% | +60.6% |
| YTD | +111.3% | +32.9% | +78.4% | +83.1% |
| 1Y | +117.5% | +31.8% | +85.7% | +88.9% |
| 3Y | +238.1% | +47.4% | +190.7% | +170.7% |
| 5Y | +292.4% | +50.8% | +241.6% | +204.5% |
| 10Y | +389.3% | -5.1% | +394.4% | +316.4% |
| All | +597.9% | -9.0% | +607.0% | +504.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling