+378.5%
APP vs HPE
+308.7%
+69.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.4% | -6.4% |
| 7D | +0.1% | +10.1% | -10.1% | -5.0% |
| 30D | -10.0% | +5.3% | -15.3% | -13.4% |
| 3M | -44.6% | +12.7% | -57.3% | -48.9% |
| 6M | -37.9% | +167.7% | -205.5% | -67.0% |
| YTD | -53.7% | +135.5% | -189.2% | -73.4% |
| 1Y | -43.0% | +143.4% | -186.4% | -68.1% |
| 3Y | +640.8% | +249.2% | +391.6% | +224.3% |
| 5Y | +358.8% | +343.8% | +15.0% | +81.9% |
| All | +378.5% | +308.7% | +69.8% | +90.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling