+343.8%
HPE vs APD
+26.2%
+317.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +8.9% | +8.2% |
| 7D | +10.1% | -2.5% | +12.6% | +11.1% |
| 30D | +5.3% | -1.9% | +7.2% | +5.9% |
| 3M | +12.7% | +8.2% | +4.4% | +8.6% |
| 6M | +167.7% | +10.7% | +156.9% | +155.2% |
| YTD | +135.5% | +22.9% | +112.5% | +114.8% |
| 1Y | +143.4% | +5.8% | +137.6% | +135.3% |
| 3Y | +249.2% | +7.8% | +241.4% | +230.0% |
| 5Y | +343.8% | +26.1% | +317.7% | +263.0% |
| All | +343.8% | +26.2% | +317.6% | +263.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling