+597.9%
HPE vs APA
+37.8%
+560.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.7% |
| 7D | +13.6% | +9.6% | +4.0% | +11.1% |
| 30D | -27.1% | -0.2% | -26.9% | -27.1% |
| 3M | -14.5% | +19.8% | -34.3% | -18.4% |
| 6M | +66.9% | +30.1% | +36.9% | +54.8% |
| YTD | +111.3% | +100.4% | +10.9% | +74.2% |
| 1Y | +117.5% | +105.2% | +12.3% | +77.8% |
| 3Y | +238.1% | +44.6% | +193.5% | +190.0% |
| 5Y | +292.4% | +88.8% | +203.6% | +200.3% |
| 10Y | +389.3% | +6.6% | +382.7% | +226.6% |
| All | +597.9% | +37.8% | +560.1% | +311.7% |
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