+130.6%
HPE vs APD
+5.6%
+125.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -6.2% |
| 7D | +1.4% | -3.5% | +4.9% | +1.5% |
| 30D | +1.5% | -5.1% | +6.6% | +1.7% |
| 3M | +21.7% | +6.9% | +14.9% | +20.2% |
| 6M | +164.2% | +8.1% | +156.1% | +160.3% |
| YTD | +132.1% | +21.2% | +110.8% | +127.5% |
| 1Y | +130.6% | +4.9% | +125.8% | +149.4% |
| All | +130.6% | +5.6% | +125.1% | +149.4% |
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