+116.4%
HPE vs Z
-54.2%
+170.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +9.4% | -15.1% | -4.8% |
| 7D | -17.0% | +10.2% | -27.1% | -16.2% |
| 30D | -26.7% | +23.7% | -50.4% | -25.7% |
| 3M | -4.1% | -6.6% | +2.4% | -2.5% |
| 6M | +75.4% | -23.0% | +98.4% | +83.7% |
| YTD | +111.0% | -50.3% | +161.3% | +131.5% |
| 1Y | +116.4% | -53.6% | +170.0% | +138.4% |
| All | +116.4% | -54.2% | +170.6% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling