+388.5%
HPE vs USB
+82.2%
+306.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +13.6% | +1.2% | +12.4% | +12.8% |
| 30D | -27.1% | +6.3% | -33.4% | -30.0% |
| 3M | -14.5% | -6.1% | -8.3% | -11.4% |
| 6M | +66.9% | +13.0% | +54.0% | +53.3% |
| YTD | +111.3% | +16.6% | +94.8% | +89.9% |
| 1Y | +117.5% | +31.1% | +86.4% | +81.7% |
| 3Y | +238.1% | +100.9% | +137.2% | +115.8% |
| 5Y | +292.4% | +24.5% | +267.9% | +226.0% |
| All | +388.5% | +82.2% | +306.2% | +219.2% |
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