+237.8%
HPE vs Z
-19.0%
+256.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.6% |
| 7D | +0.3% | -13.1% | +13.4% | +2.0% |
| 30D | -28.6% | +5.9% | -34.4% | -29.4% |
| 3M | -7.4% | -13.7% | +6.3% | -6.2% |
| 6M | +63.7% | -27.1% | +90.8% | +70.5% |
| YTD | +111.7% | -56.8% | +168.5% | +142.7% |
| 1Y | +123.5% | -60.2% | +183.7% | +160.2% |
| All | +237.8% | -19.0% | +256.9% | +256.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling