+232.1%
HPE vs U
-66.8%
+298.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +0.6% |
| 7D | -18.7% | +36.6% | -55.3% | -22.6% |
| 30D | -37.9% | +13.3% | -51.2% | -39.2% |
| 3M | -14.4% | +26.2% | -40.6% | -17.5% |
| 6M | +48.2% | +88.7% | -40.5% | +34.5% |
| YTD | +88.6% | +16.6% | +72.0% | +79.4% |
| 1Y | +94.8% | +29.0% | +65.8% | +82.4% |
| 3Y | +202.7% | +99.5% | +103.2% | +156.0% |
| All | +232.1% | -66.8% | +298.9% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling