+118.4%
HPE vs Q
+71.3%
+47.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.1% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -2.3% | -11.1% | +8.8% | +1.6% |
| 3M | -2.9% | -22.1% | +19.3% | +4.5% |
| 6M | +143.6% | +0.5% | +143.1% | +140.5% |
| YTD | +118.5% | +47.8% | +70.7% | +98.5% |
| All | +118.4% | +71.3% | +47.1% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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