+116.4%
HPE vs KRE
+27.2%
+89.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.4% | -6.3% |
| 7D | -17.0% | +2.8% | -19.8% | -18.0% |
| 30D | -26.7% | +5.3% | -32.0% | -28.5% |
| 3M | -4.1% | -4.2% | +0.1% | -1.4% |
| 6M | +75.4% | +8.7% | +66.7% | +65.8% |
| YTD | +111.0% | +16.4% | +94.6% | +87.9% |
| 1Y | +116.4% | +26.9% | +89.6% | +75.7% |
| All | +116.4% | +27.2% | +89.2% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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