+129.2%
HPE vs APD
+6.0%
+123.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.5% |
| 7D | -0.6% | -2.2% | +1.6% | -0.5% |
| 30D | -2.3% | +2.1% | -4.4% | -2.4% |
| 3M | -2.9% | +7.2% | -10.0% | -3.8% |
| 6M | +143.6% | +11.2% | +132.3% | +139.9% |
| YTD | +118.5% | +24.4% | +94.1% | +114.2% |
| 1Y | +129.2% | +6.7% | +122.5% | +150.7% |
| All | +129.2% | +6.0% | +123.2% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling