-19.9%
NOW vs HPE
+228.2%
-248.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +2.3% |
| 7D | +0.3% | +7.9% | -7.6% | -1.2% |
| 30D | -27.0% | -23.5% | -3.5% | -23.6% |
| 3M | -19.6% | -19.1% | -0.6% | -17.6% |
| 6M | +17.5% | +51.4% | -33.9% | +0.5% |
| YTD | -33.3% | +103.4% | -136.7% | -47.9% |
| 1Y | -39.8% | +114.4% | -154.2% | -54.0% |
| 3Y | -19.9% | +224.7% | -244.6% | -48.2% |
| All | -19.9% | +228.2% | -248.1% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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