+621.7%
HPE vs BWA
+113.9%
+507.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.2% | -5.9% |
| 7D | -0.6% | +5.7% | -6.3% | -3.4% |
| 30D | -2.3% | +1.4% | -3.7% | -3.2% |
| 3M | -2.9% | -12.1% | +9.2% | +3.4% |
| 6M | +143.6% | +28.6% | +115.0% | +114.9% |
| YTD | +118.5% | +51.1% | +67.4% | +73.6% |
| 1Y | +129.2% | +55.9% | +73.3% | +78.1% |
| 3Y | +212.5% | +70.1% | +142.4% | +124.5% |
| 5Y | +286.9% | +90.7% | +196.2% | +154.1% |
| 10Y | +432.3% | +154.0% | +278.4% | +180.2% |
| All | +621.7% | +113.9% | +507.8% | +301.5% |
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