+540.2%
HPE vs APD
+162.9%
+377.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +6.0% | +5.5% |
| 7D | +13.6% | -4.6% | +18.2% | +16.1% |
| 30D | +7.7% | -4.2% | +11.9% | +9.8% |
| 3M | +22.4% | +5.0% | +17.4% | +18.4% |
| 6M | +172.6% | +8.9% | +163.7% | +157.9% |
| YTD | +147.5% | +21.9% | +125.6% | +120.1% |
| 1Y | +151.8% | +5.6% | +146.2% | +139.4% |
| 3Y | +267.1% | +6.9% | +260.2% | +236.5% |
| 5Y | +362.8% | +25.3% | +337.4% | +275.7% |
| 10Y | +540.2% | +169.1% | +371.1% | +204.1% |
| All | +540.2% | +162.9% | +377.3% | +204.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling