+370.3%
HPE vs APA
+8.7%
+361.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.4% | -4.1% |
| 7D | +7.9% | +8.5% | -0.7% | +5.8% |
| 30D | -23.5% | +2.8% | -26.3% | -24.0% |
| 3M | -19.1% | +21.7% | -40.8% | -23.1% |
| 6M | +51.4% | +32.6% | +18.8% | +39.9% |
| YTD | +103.4% | +103.7% | -0.3% | +67.4% |
| 1Y | +114.4% | +101.8% | +12.6% | +76.5% |
| 3Y | +224.7% | +48.1% | +176.6% | +177.2% |
| 5Y | +277.8% | +91.9% | +185.9% | +188.9% |
| All | +370.3% | +8.7% | +361.6% | +197.0% |
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