+198.6%
HPE vs USB
+90.4%
+108.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.1% | -9.7% | -10.5% |
| 7D | -25.0% | -1.5% | -23.5% | -24.3% |
| 30D | -37.3% | +4.3% | -41.6% | -39.2% |
| 3M | -16.8% | -6.1% | -10.7% | -13.6% |
| 6M | +47.8% | +9.4% | +38.4% | +37.6% |
| YTD | +86.0% | +15.2% | +70.9% | +66.4% |
| 1Y | +89.6% | +32.8% | +56.9% | +53.3% |
| All | +198.6% | +90.4% | +108.1% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling