+440.9%
HPE vs USB
+107.5%
+333.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -11.3% |
| 6M | +143.6% | +18.8% | +124.7% | +117.7% |
| YTD | +118.5% | +21.0% | +97.5% | +92.8% |
| 1Y | +129.2% | +34.0% | +95.2% | +89.9% |
| 3Y | +212.5% | +95.3% | +117.2% | +102.3% |
| 5Y | +286.9% | +40.4% | +246.5% | +197.8% |
| All | +440.9% | +107.5% | +333.4% | +205.7% |
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