+597.0%
HPE vs USB
+123.2%
+473.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.9% | -7.6% | -6.9% |
| 7D | -17.0% | +2.4% | -19.4% | -18.4% |
| 30D | -26.7% | +6.6% | -33.3% | -30.0% |
| 3M | -4.1% | -4.1% | -0.1% | -2.1% |
| 6M | +75.4% | +12.5% | +63.0% | +60.9% |
| YTD | +111.0% | +17.6% | +93.4% | +87.6% |
| 1Y | +116.4% | +36.5% | +79.9% | +75.1% |
| 3Y | +238.2% | +95.4% | +142.9% | +116.2% |
| 5Y | +275.7% | +26.1% | +249.5% | +206.8% |
| 10Y | +416.8% | +101.3% | +315.5% | +174.6% |
| All | +597.0% | +123.2% | +473.8% | +219.0% |
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