+114.4%
HPE vs APD
+25.0%
+89.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +7.9% | +3.8% | +4.0% | +8.1% |
| 30D | -23.5% | +8.2% | -31.7% | -22.9% |
| 3M | -19.1% | +4.3% | -23.4% | -18.5% |
| 6M | +51.4% | +4.7% | +46.7% | +52.7% |
| YTD | +103.4% | +31.5% | +71.9% | +103.9% |
| 1Y | +114.4% | +23.5% | +90.9% | +115.0% |
| All | +114.4% | +25.0% | +89.4% | +115.0% |
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