+116.4%
HPE vs RUN
-53.7%
+170.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.3% | -6.9% | -5.8% |
| 7D | -17.0% | +18.5% | -35.4% | -19.1% |
| 30D | -26.7% | +15.5% | -42.2% | -28.4% |
| 3M | -4.1% | -20.3% | +16.2% | -1.4% |
| 6M | +75.4% | -30.8% | +106.2% | +83.9% |
| YTD | +111.0% | -52.2% | +163.3% | +121.3% |
| 1Y | +116.4% | -53.9% | +170.3% | +126.9% |
| All | +116.4% | -53.7% | +170.2% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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