+500.0%
APP vs HPE
+227.4%
+272.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.5% | +9.3% |
| 7D | +71.2% | -18.7% | +89.9% | +82.9% |
| 30D | +39.1% | -37.9% | +77.0% | +66.2% |
| 3M | +16.5% | -14.4% | +30.9% | +16.1% |
| 6M | -16.6% | +48.2% | -64.8% | -41.5% |
| YTD | -41.9% | +88.6% | -130.6% | -65.2% |
| 1Y | -37.0% | +94.8% | -131.8% | -62.9% |
| 3Y | +892.4% | +202.7% | +689.7% | +333.5% |
| 5Y | +297.3% | +231.6% | +65.7% | +63.0% |
| All | +500.0% | +227.4% | +272.6% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling