+391.7%
APP vs HPE
+279.3%
+112.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +4.4% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | -23.3% | -2.3% | -21.0% | -23.1% |
| 3M | -42.6% | -2.9% | -39.8% | -43.0% |
| 6M | -33.6% | +143.6% | -177.2% | -62.8% |
| YTD | -52.4% | +118.5% | -170.9% | -71.5% |
| 1Y | -35.9% | +129.2% | -165.1% | -63.1% |
| 3Y | +642.2% | +212.5% | +429.7% | +244.7% |
| 5Y | +311.1% | +286.9% | +24.2% | +68.5% |
| All | +391.7% | +279.3% | +112.3% | +103.5% |
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 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