+621.7%
HPE vs APA
+23.1%
+598.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.7% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | -2.3% | +23.4% | -25.7% | -7.5% |
| 3M | -2.9% | +12.7% | -15.6% | -6.4% |
| 6M | +143.6% | +39.4% | +104.1% | +120.4% |
| YTD | +118.5% | +79.0% | +39.6% | +85.4% |
| 1Y | +129.2% | +88.8% | +40.4% | +90.3% |
| 3Y | +212.5% | +6.4% | +206.2% | +188.4% |
| 5Y | +286.9% | +153.0% | +133.9% | +174.7% |
| 10Y | +432.3% | +7.5% | +424.8% | +251.6% |
| All | +621.7% | +23.1% | +598.7% | +338.3% |
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