+677.7%
HPE vs ZBRA
+370.8%
+306.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.8% | +10.6% | +8.9% |
| 7D | +10.1% | +2.6% | +7.6% | +8.9% |
| 30D | +5.3% | -6.4% | +11.6% | +8.0% |
| 3M | +12.7% | +51.3% | -38.6% | -6.9% |
| 6M | +167.7% | +60.5% | +107.2% | +115.2% |
| YTD | +135.5% | +45.2% | +90.3% | +95.8% |
| 1Y | +143.4% | +12.3% | +131.0% | +123.6% |
| 3Y | +249.2% | +37.5% | +211.7% | +189.5% |
| 5Y | +343.8% | -39.2% | +383.0% | +383.7% |
| 10Y | +495.9% | +417.0% | +78.9% | +199.5% |
| All | +677.7% | +370.8% | +306.8% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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