+188.9%
HPE vs ZYBT
-58.9%
+247.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.5% | +15.0% | +12.4% |
| 7D | +19.4% | -3.7% | +23.1% | +19.4% |
| 30D | +5.6% | 0.0% | +5.6% | +5.6% |
| 3M | +33.1% | +72.2% | -39.2% | +36.0% |
| 6M | +192.5% | +103.1% | +89.3% | +193.2% |
| YTD | +160.9% | +34.8% | +126.1% | +165.2% |
| 1Y | +155.0% | -83.2% | +238.1% | +177.3% |
| All | +188.9% | -58.9% | +247.8% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling