+116.4%
HPE vs UL
+1.7%
+114.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.3% | -8.9% | -3.5% |
| 7D | -17.0% | +4.7% | -21.6% | -14.2% |
| 30D | -26.7% | +11.6% | -38.3% | -21.4% |
| 3M | -4.1% | +5.3% | -9.5% | +0.2% |
| 6M | +75.4% | +16.0% | +59.4% | +93.8% |
| YTD | +111.0% | +5.0% | +106.1% | +134.1% |
| 1Y | +116.4% | +1.1% | +115.3% | +138.1% |
| All | +116.4% | +1.7% | +114.8% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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