+340.5%
HPE vs USB
+92.8%
+247.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | -18.7% | 0.0% | -18.7% | -18.8% |
| 30D | -37.9% | +5.8% | -43.7% | -40.2% |
| 3M | -14.4% | -6.0% | -8.4% | -11.5% |
| 6M | +48.2% | +7.8% | +40.5% | +40.1% |
| YTD | +88.6% | +14.6% | +74.0% | +71.2% |
| 1Y | +94.8% | +31.8% | +63.0% | +62.2% |
| 3Y | +202.7% | +91.5% | +111.2% | +99.0% |
| 5Y | +231.6% | +22.0% | +209.6% | +179.1% |
| All | +340.5% | +92.8% | +247.7% | +201.8% |
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