+151.8%
HPE vs RACE
-14.8%
+166.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.2% |
| 7D | +13.6% | -2.6% | +16.3% | +13.8% |
| 30D | +7.7% | -1.1% | +8.8% | +7.8% |
| 3M | +22.4% | +12.5% | +9.8% | +21.1% |
| 6M | +172.6% | +17.4% | +155.2% | +167.7% |
| YTD | +147.5% | +10.1% | +137.4% | +141.4% |
| 1Y | +151.8% | -15.1% | +166.9% | +142.6% |
| All | +151.8% | -14.8% | +166.6% | +142.6% |
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