+249.2%
HPE vs APD
+10.0%
+239.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +8.9% | +8.1% |
| 7D | +10.1% | -2.5% | +12.6% | +10.8% |
| 30D | +5.3% | -1.9% | +7.2% | +5.7% |
| 3M | +12.7% | +8.2% | +4.4% | +9.4% |
| 6M | +167.7% | +10.7% | +156.9% | +157.6% |
| YTD | +135.5% | +22.9% | +112.5% | +118.7% |
| 1Y | +143.4% | +5.8% | +137.6% | +138.1% |
| 3Y | +249.2% | +7.8% | +241.4% | +233.2% |
| All | +249.2% | +10.0% | +239.2% | +233.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling