+571.9%
HPE vs BWA
+61.2%
+510.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | +7.9% | +4.3% | +3.6% | +5.6% |
| 30D | -23.5% | -13.0% | -10.5% | -17.5% |
| 3M | -19.1% | -24.8% | +5.7% | -6.3% |
| 6M | +51.4% | -23.5% | +74.9% | +74.1% |
| YTD | +103.4% | +13.8% | +89.6% | +87.2% |
| 1Y | +114.4% | +13.4% | +101.0% | +97.3% |
| 3Y | +224.7% | +62.8% | +161.9% | +140.9% |
| 5Y | +277.8% | +28.5% | +249.3% | +205.7% |
| 10Y | +371.1% | +95.4% | +275.7% | +185.4% |
| All | +571.9% | +61.2% | +510.7% | +333.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling