+151.8%
HPE vs U
-6.3%
+158.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.2% |
| 7D | +13.6% | +4.4% | +9.3% | +13.0% |
| 30D | +7.7% | -1.3% | +9.0% | +7.9% |
| 3M | +22.4% | +49.6% | -27.2% | +15.4% |
| 6M | +172.6% | +100.2% | +72.4% | +148.3% |
| YTD | +147.5% | -3.7% | +151.2% | +147.9% |
| 1Y | +151.8% | -6.5% | +158.3% | +140.4% |
| All | +151.8% | -6.3% | +158.1% | +140.4% |
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