+215.5%
HPE vs USB
+95.2%
+120.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.4% |
| 6M | +143.6% | +18.8% | +124.7% | +117.1% |
| YTD | +118.5% | +21.0% | +97.5% | +92.3% |
| 1Y | +129.2% | +34.0% | +95.2% | +88.8% |
| All | +215.5% | +95.2% | +120.3% | +116.5% |
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