+129.2%
HPE vs USAR
+27.9%
+101.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.4% |
| 7D | -0.6% | -2.1% | +1.5% | -0.3% |
| 30D | -2.3% | +2.6% | -4.9% | -2.8% |
| 3M | -2.9% | -35.0% | +32.2% | +0.2% |
| 6M | +143.6% | -6.9% | +150.4% | +145.3% |
| YTD | +118.5% | +48.0% | +70.5% | +115.6% |
| 1Y | +129.2% | +24.8% | +104.4% | +144.4% |
| All | +129.2% | +27.9% | +101.3% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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