+223.1%
HPE vs USAR
-22.7%
+245.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.6% | +10.4% | +1.5% |
| 7D | -9.7% | -9.1% | -0.7% | -9.2% |
| 30D | -34.8% | -36.9% | +2.2% | -33.0% |
| 3M | -12.1% | -58.4% | +46.3% | -7.8% |
| 6M | +53.7% | -70.6% | +124.3% | +63.2% |
| YTD | +101.9% | -33.4% | +135.4% | +109.2% |
| 1Y | +104.3% | -54.0% | +158.4% | +112.8% |
| 3Y | +223.1% | -22.7% | +245.7% | +160.0% |
| All | +223.1% | -22.7% | +245.7% | +160.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling