+514.5%
HPE vs USB
+118.5%
+396.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.8% |
| 6M | +47.8% | +9.4% | +38.4% | +38.2% |
| YTD | +86.0% | +15.2% | +70.9% | +67.9% |
| 1Y | +89.6% | +32.8% | +56.9% | +56.3% |
| 3Y | +198.2% | +91.3% | +106.9% | +93.5% |
| 5Y | +227.1% | +22.7% | +204.5% | +172.4% |
| 10Y | +355.6% | +97.0% | +258.6% | +145.7% |
| All | +514.5% | +118.5% | +396.0% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling