+114.4%
HPE vs KEY
+25.9%
+88.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.1% |
| 7D | +7.9% | +2.9% | +4.9% | +5.9% |
| 30D | -23.5% | +8.4% | -31.9% | -27.4% |
| 3M | -19.1% | -5.8% | -13.3% | -15.4% |
| 6M | +51.4% | +5.4% | +46.0% | +44.7% |
| YTD | +103.4% | +7.1% | +96.4% | +88.2% |
| 1Y | +114.4% | +26.8% | +87.6% | +58.3% |
| All | +114.4% | +25.9% | +88.4% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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