+390.2%
HPE vs USB
+84.9%
+305.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +0.3% | -0.5% | +0.9% | +0.8% |
| 30D | -28.6% | +5.7% | -34.3% | -31.1% |
| 3M | -7.4% | -4.7% | -2.7% | -4.9% |
| 6M | +63.7% | +13.4% | +50.3% | +50.0% |
| YTD | +111.7% | +17.0% | +94.7% | +89.8% |
| 1Y | +123.5% | +32.4% | +91.1% | +85.6% |
| 3Y | +238.7% | +101.7% | +137.0% | +115.7% |
| 5Y | +261.0% | +24.4% | +236.6% | +200.3% |
| 10Y | +390.2% | +83.6% | +306.6% | +219.3% |
| All | +390.2% | +84.9% | +305.3% | +219.3% |
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