+146.0%
HPE vs Z
-63.6%
+209.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.1% |
| 7D | +13.6% | -7.1% | +20.7% | +13.7% |
| 30D | +7.7% | -4.8% | +12.5% | +7.6% |
| 3M | +22.4% | -9.3% | +31.7% | +23.4% |
| 6M | +172.6% | -29.0% | +201.6% | +179.1% |
| YTD | +147.5% | -52.9% | +200.4% | +159.1% |
| All | +146.0% | -63.6% | +209.6% | +151.8% |
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