+155.0%
HPE vs RUN
-47.1%
+202.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.8% | +13.3% | +12.6% |
| 7D | +19.4% | -3.7% | +23.1% | +20.1% |
| 30D | +5.6% | -13.0% | +18.6% | +7.7% |
| 3M | +33.1% | -31.8% | +64.9% | +40.1% |
| 6M | +192.5% | -32.2% | +224.7% | +207.7% |
| YTD | +160.9% | -53.5% | +214.4% | +177.6% |
| 1Y | +155.0% | -46.5% | +201.5% | +172.6% |
| All | +155.0% | -47.1% | +202.0% | +172.6% |
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