+717.5%
HPE vs QSR
+192.1%
+525.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.8% |
| 7D | +13.6% | -2.4% | +16.0% | +14.6% |
| 30D | +7.7% | +5.7% | +2.0% | +5.1% |
| 3M | +22.4% | +6.9% | +15.4% | +18.0% |
| 6M | +172.6% | +6.9% | +165.7% | +160.6% |
| YTD | +147.5% | +14.9% | +132.6% | +129.1% |
| 1Y | +151.8% | +29.1% | +122.7% | +120.8% |
| 3Y | +267.1% | +26.1% | +240.9% | +217.0% |
| 5Y | +362.8% | +42.3% | +320.4% | +273.2% |
| 10Y | +540.2% | +134.0% | +406.2% | +288.9% |
| All | +717.5% | +192.1% | +525.4% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling