-9.1%
T vs HPE
+122.1%
-131.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.5% | -2.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | +11.4% | -2.3% | +13.7% | +11.3% |
| 3M | +14.3% | -2.9% | +17.2% | +14.6% |
| 6M | -9.3% | +143.6% | -152.8% | -5.9% |
| YTD | +7.1% | +118.5% | -111.4% | +10.8% |
| 1Y | -9.1% | +129.2% | -138.3% | -8.3% |
| All | -9.1% | +122.1% | -131.2% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling