+232.1%
HPE vs USB
+21.6%
+210.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | -18.7% | 0.0% | -18.7% | -18.8% |
| 30D | -37.9% | +5.8% | -43.7% | -40.0% |
| 3M | -14.4% | -6.0% | -8.4% | -11.7% |
| 6M | +48.2% | +7.8% | +40.5% | +41.0% |
| YTD | +88.6% | +14.6% | +74.0% | +73.1% |
| 1Y | +94.8% | +31.8% | +63.0% | +65.4% |
| 3Y | +202.7% | +91.5% | +111.2% | +113.2% |
| All | +232.1% | +21.6% | +210.5% | +199.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling