+155.0%
HPE vs KEYS
+97.6%
+57.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.0% | +8.5% | +10.3% |
| 7D | +19.4% | +3.5% | +15.9% | +17.5% |
| 30D | +5.6% | -4.5% | +10.1% | +8.1% |
| 3M | +33.1% | -0.4% | +33.5% | +32.9% |
| 6M | +192.5% | +19.1% | +173.3% | +174.4% |
| YTD | +160.9% | +66.7% | +94.3% | +108.4% |
| 1Y | +155.0% | +96.5% | +58.5% | +83.1% |
| All | +155.0% | +97.6% | +57.3% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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