+202.7%
HPE vs U
+81.5%
+121.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +0.5% |
| 7D | -18.7% | +36.6% | -55.3% | -23.5% |
| 30D | -37.9% | +13.3% | -51.2% | -39.5% |
| 3M | -14.4% | +26.2% | -40.6% | -18.2% |
| 6M | +48.2% | +88.7% | -40.5% | +31.5% |
| YTD | +88.6% | +16.6% | +72.0% | +78.6% |
| 1Y | +94.8% | +29.0% | +65.8% | +80.4% |
| 3Y | +202.7% | +99.5% | +103.2% | +140.5% |
| All | +202.7% | +81.5% | +121.2% | +140.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling