+289.4%
HPE vs QSR
+25.8%
+263.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.8% | +12.4% |
| 7D | +19.4% | -4.0% | +23.4% | +19.9% |
| 30D | +5.6% | +2.8% | +2.9% | +5.1% |
| 3M | +33.1% | +5.1% | +28.0% | +31.8% |
| 6M | +192.5% | +8.8% | +183.7% | +185.4% |
| YTD | +160.9% | +14.8% | +146.1% | +151.1% |
| 1Y | +155.0% | +25.7% | +129.2% | +140.0% |
| 3Y | +289.4% | +27.5% | +261.9% | +265.5% |
| All | +289.4% | +25.8% | +263.6% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling