+372.4%
HPE vs USB
+87.1%
+285.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -9.7% | +1.4% | -11.2% | -10.4% |
| 30D | -34.8% | +6.4% | -41.2% | -37.4% |
| 3M | -12.1% | -4.5% | -7.7% | -9.9% |
| 6M | +53.7% | +11.4% | +42.4% | +42.4% |
| YTD | +101.9% | +17.1% | +84.8% | +81.0% |
| 1Y | +104.3% | +32.6% | +71.7% | +69.6% |
| 3Y | +223.1% | +101.8% | +121.2% | +105.7% |
| 5Y | +249.2% | +25.1% | +224.1% | +189.4% |
| 10Y | +372.4% | +84.9% | +287.6% | +212.3% |
| All | +372.4% | +87.1% | +285.4% | +212.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling