+66.9%
HPE vs BWA
-18.7%
+85.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | +13.6% | +7.3% | +6.3% | +6.9% |
| 30D | -27.1% | -15.8% | -11.3% | -16.2% |
| 3M | -14.5% | -25.7% | +11.3% | +8.6% |
| 6M | +66.9% | -19.6% | +86.5% | +92.2% |
| All | +66.9% | -18.7% | +85.7% | +92.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling