+114.4%
HPE vs RACE
-1.0%
+115.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.9% |
| 7D | +7.9% | -1.2% | +9.1% | +8.0% |
| 30D | -23.5% | +6.1% | -29.6% | -23.9% |
| 3M | -19.1% | -0.3% | -18.8% | -18.8% |
| 6M | +51.4% | +23.4% | +28.0% | +46.3% |
| YTD | +103.4% | +12.5% | +90.9% | +96.2% |
| 1Y | +114.4% | -0.5% | +114.9% | +115.4% |
| All | +114.4% | -1.0% | +115.4% | +115.4% |
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