+116.4%
HPE vs NTRS
+43.5%
+73.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.1% | -8.8% | -8.1% |
| 7D | -17.0% | +3.6% | -20.5% | -19.4% |
| 30D | -26.7% | +4.3% | -31.0% | -29.2% |
| 3M | -4.1% | -1.9% | -2.2% | -2.0% |
| 6M | +75.4% | +11.4% | +64.0% | +63.9% |
| YTD | +111.0% | +32.3% | +78.7% | +70.0% |
| 1Y | +116.4% | +42.5% | +73.9% | +59.2% |
| All | +116.4% | +43.5% | +73.0% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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