+116.4%
HPE vs RACE
+10.6%
+105.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.3% | -9.9% | -5.9% |
| 7D | -17.0% | +9.9% | -26.9% | -17.6% |
| 30D | -26.7% | +12.8% | -39.5% | -27.5% |
| 3M | -4.1% | +7.4% | -11.5% | -4.5% |
| 6M | +75.4% | +27.6% | +47.8% | +69.8% |
| YTD | +111.0% | +18.4% | +92.7% | +102.2% |
| 1Y | +116.4% | +9.5% | +106.9% | +112.1% |
| All | +116.4% | +10.6% | +105.9% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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