+489.7%
HPE vs APA
-2.8%
+492.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.6% | -6.1% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | +1.5% | +9.6% | -8.1% | -0.8% |
| 3M | +21.7% | +18.0% | +3.7% | +16.1% |
| 6M | +164.2% | +41.9% | +122.3% | +138.6% |
| YTD | +132.1% | +86.3% | +45.7% | +95.5% |
| 1Y | +130.6% | +97.9% | +32.8% | +90.0% |
| 3Y | +244.1% | +12.8% | +231.3% | +213.3% |
| 5Y | +340.8% | +177.2% | +163.6% | +207.7% |
| All | +489.7% | -2.8% | +492.5% | +288.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling