+129.2%
HPE vs ZYBT
-83.2%
+212.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.5% |
| 7D | -0.6% | -6.9% | +6.3% | -0.6% |
| 30D | -2.3% | -31.8% | +29.5% | -2.4% |
| 3M | -2.9% | +94.0% | -96.8% | -0.1% |
| 6M | +143.6% | +99.0% | +44.6% | +146.6% |
| YTD | +118.5% | +40.0% | +78.5% | +124.0% |
| 1Y | +129.2% | -79.5% | +208.7% | +152.1% |
| All | +129.2% | -83.2% | +212.4% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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