+566.9%
HPE vs APA
+30.5%
+536.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -9.7% | -5.5% | -4.2% | -8.4% |
| 30D | -34.8% | -1.2% | -33.6% | -34.6% |
| 3M | -12.1% | +10.6% | -22.7% | -14.6% |
| 6M | +53.7% | +28.4% | +25.3% | +42.9% |
| YTD | +101.9% | +89.7% | +12.2% | +68.6% |
| 1Y | +104.3% | +90.6% | +13.7% | +70.0% |
| 3Y | +223.1% | +36.9% | +186.2% | +180.8% |
| 5Y | +249.2% | +83.2% | +166.0% | +169.1% |
| 10Y | +372.4% | -0.1% | +372.5% | +220.4% |
| All | +566.9% | +30.5% | +536.4% | +298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling