+129.2%
HPE vs USB
+35.1%
+94.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.3% |
| 7D | -0.6% | +1.4% | -2.0% | -1.4% |
| 30D | -2.3% | -1.3% | -1.0% | -1.4% |
| 3M | -2.9% | +15.2% | -18.1% | -10.9% |
| 6M | +143.6% | +18.8% | +124.7% | +116.7% |
| YTD | +118.5% | +21.0% | +97.5% | +91.2% |
| 1Y | +129.2% | +34.0% | +95.2% | +81.5% |
| All | +129.2% | +35.1% | +94.1% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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