+129.2%
HPE vs U
+6.4%
+122.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.3% |
| 7D | -0.6% | -3.8% | +3.2% | -0.1% |
| 30D | -2.3% | +17.5% | -19.7% | -4.6% |
| 3M | -2.9% | +38.7% | -41.6% | -7.4% |
| 6M | +143.6% | +104.4% | +39.1% | +121.1% |
| YTD | +118.5% | -5.7% | +124.2% | +119.4% |
| 1Y | +129.2% | +3.7% | +125.5% | +123.0% |
| All | +129.2% | +6.4% | +122.8% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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