-6.4%
T vs HPE
+113.0%
-119.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.7% | +7.7% | +1.6% |
| 7D | +5.5% | -17.0% | +22.4% | +4.0% |
| 30D | -8.9% | -26.7% | +17.8% | -10.7% |
| 3M | -5.6% | -4.1% | -1.4% | -6.1% |
| 6M | -14.3% | +75.4% | -89.7% | -11.4% |
| YTD | -7.9% | +111.0% | -119.0% | -4.0% |
| 1Y | -6.4% | +116.4% | -122.9% | -2.2% |
| All | -6.4% | +113.0% | -119.5% | -2.2% |
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 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