+621.7%
HPE vs Z
+13.5%
+608.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.1% |
| 7D | -0.6% | -3.0% | +2.4% | -0.1% |
| 30D | -2.3% | -4.2% | +1.9% | -1.8% |
| 3M | -2.9% | -3.7% | +0.8% | -2.9% |
| 6M | +143.6% | -24.5% | +168.1% | +152.8% |
| YTD | +118.5% | -49.3% | +167.8% | +142.1% |
| 1Y | +129.2% | -58.7% | +187.9% | +162.1% |
| 3Y | +212.5% | -34.1% | +246.7% | +221.2% |
| 5Y | +286.9% | -64.5% | +351.5% | +316.6% |
| 10Y | +432.3% | -0.5% | +432.8% | +295.6% |
| All | +621.7% | +13.5% | +608.2% | +427.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling