+546.9%
HPE vs U
-44.5%
+591.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.4% |
| 7D | -0.6% | -3.8% | +3.2% | -0.1% |
| 30D | -2.3% | +17.5% | -19.7% | -4.4% |
| 3M | -2.9% | +38.7% | -41.6% | -6.9% |
| 6M | +143.6% | +104.4% | +39.1% | +121.8% |
| YTD | +118.5% | -5.7% | +124.2% | +115.4% |
| 1Y | +129.2% | +3.7% | +125.5% | +122.1% |
| 3Y | +212.5% | +12.3% | +200.2% | +187.3% |
| 5Y | +286.9% | -68.8% | +355.7% | +253.2% |
| All | +546.9% | -44.5% | +591.4% | +470.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling