+114.4%
HPE vs USB
+32.7%
+81.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.1% |
| 7D | +7.9% | +2.6% | +5.3% | +6.7% |
| 30D | -23.5% | +8.4% | -31.9% | -26.3% |
| 3M | -19.1% | -5.5% | -13.5% | -16.3% |
| 6M | +51.4% | +17.7% | +33.7% | +38.3% |
| YTD | +103.4% | +17.6% | +85.9% | +81.9% |
| 1Y | +114.4% | +33.9% | +80.5% | +68.4% |
| All | +114.4% | +32.7% | +81.7% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling