+116.4%
HPE vs APA
+107.6%
+8.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.9% | +1.2% | -5.1% |
| 7D | -17.0% | -13.0% | -4.0% | -16.0% |
| 30D | -26.7% | +2.0% | -28.7% | -26.5% |
| 3M | -4.1% | +24.9% | -29.1% | -5.2% |
| 6M | +75.4% | +7.2% | +68.3% | +76.7% |
| YTD | +111.0% | +87.1% | +23.9% | +90.5% |
| 1Y | +116.4% | +107.2% | +9.3% | +91.2% |
| All | +116.4% | +107.6% | +8.8% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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