+597.9%
HPE vs BWA
+61.5%
+536.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +13.6% | +7.3% | +6.3% | +9.6% |
| 30D | -27.1% | -15.8% | -11.3% | -20.0% |
| 3M | -14.5% | -25.7% | +11.3% | -0.4% |
| 6M | +66.9% | -19.6% | +86.5% | +87.4% |
| YTD | +111.3% | +14.1% | +97.3% | +94.3% |
| 1Y | +117.5% | +12.2% | +105.3% | +101.3% |
| 3Y | +238.1% | +63.8% | +174.2% | +150.0% |
| 5Y | +292.4% | +28.7% | +263.7% | +217.2% |
| 10Y | +389.3% | +95.8% | +293.6% | +196.1% |
| All | +597.9% | +61.5% | +536.4% | +349.4% |
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