+130.6%
HPE vs USAR
+12.3%
+118.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.0% | -0.3% | -5.5% |
| 7D | +1.4% | -9.3% | +10.8% | +2.6% |
| 30D | +1.5% | -15.2% | +16.7% | +3.4% |
| 3M | +21.7% | -21.1% | +42.8% | +23.9% |
| 6M | +164.2% | -21.6% | +185.7% | +169.7% |
| YTD | +132.1% | +34.8% | +97.3% | +131.4% |
| 1Y | +130.6% | +15.6% | +115.0% | +153.0% |
| All | +130.6% | +12.3% | +118.3% | +153.0% |
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