+761.8%
HPE vs NYT
+477.9%
+283.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +12.0% | +12.3% |
| 7D | +19.4% | -0.6% | +20.0% | +19.6% |
| 30D | +5.6% | +4.6% | +1.0% | +4.1% |
| 3M | +33.1% | -9.6% | +42.6% | +35.5% |
| 6M | +192.5% | -14.0% | +206.5% | +201.4% |
| YTD | +160.9% | -2.8% | +163.8% | +157.5% |
| 1Y | +155.0% | +15.6% | +139.4% | +136.9% |
| 3Y | +289.4% | +56.3% | +233.1% | +221.1% |
| 5Y | +395.7% | +39.5% | +356.2% | +311.5% |
| 10Y | +574.8% | +488.0% | +86.8% | +197.0% |
| All | +761.8% | +477.9% | +283.9% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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