+273.3%
HPE vs USAR
+68.6%
+204.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.4% | +8.5% | +5.3% |
| 7D | +13.6% | -4.4% | +18.1% | +13.9% |
| 30D | +7.7% | -10.4% | +18.1% | +8.3% |
| 3M | +22.4% | -18.4% | +40.8% | +23.2% |
| 6M | +172.6% | -8.8% | +181.4% | +173.8% |
| YTD | +147.5% | +43.4% | +104.2% | +145.6% |
| 1Y | +151.8% | +21.0% | +130.8% | +150.3% |
| 3Y | +267.1% | +67.7% | +199.3% | +256.9% |
| All | +273.3% | +68.6% | +204.7% | +276.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling