+129.2%
HPE vs Z
-58.8%
+188.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.4% |
| 7D | -0.6% | -3.0% | +2.4% | -0.6% |
| 30D | -2.3% | -4.2% | +1.9% | -2.2% |
| 3M | -2.9% | -3.7% | +0.8% | -2.0% |
| 6M | +143.6% | -24.5% | +168.1% | +149.3% |
| YTD | +118.5% | -49.3% | +167.8% | +128.3% |
| 1Y | +129.2% | -58.7% | +187.9% | +137.1% |
| All | +129.2% | -58.8% | +188.0% | +137.1% |
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