+116.4%
HPE vs BWA
+17.4%
+99.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.5% | -3.1% | -4.5% |
| 7D | -17.0% | -9.9% | -7.1% | -12.8% |
| 30D | -26.7% | -16.4% | -10.4% | -20.4% |
| 3M | -4.1% | -19.8% | +15.7% | +5.8% |
| 6M | +75.4% | -10.0% | +85.4% | +91.3% |
| YTD | +111.0% | +12.7% | +98.3% | +105.0% |
| 1Y | +116.4% | +15.7% | +100.8% | +108.3% |
| All | +116.4% | +17.4% | +99.1% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling