+289.4%
HPE vs XYZ
+46.8%
+242.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.3% | +12.4% |
| 7D | +19.4% | -4.3% | +23.7% | +20.7% |
| 30D | +5.6% | +1.2% | +4.4% | +5.1% |
| 3M | +33.1% | +14.6% | +18.4% | +27.2% |
| 6M | +192.5% | +22.6% | +169.9% | +173.4% |
| YTD | +160.9% | +21.7% | +139.2% | +142.3% |
| 1Y | +155.0% | +6.7% | +148.3% | +144.8% |
| 3Y | +289.4% | +46.8% | +242.6% | +224.8% |
| All | +289.4% | +46.8% | +242.6% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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