+232.1%
HPE vs APD
+11.0%
+221.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | -18.7% | -3.7% | -15.1% | -17.7% |
| 30D | -37.9% | +9.6% | -47.5% | -39.9% |
| 3M | -14.4% | +1.6% | -16.0% | -15.1% |
| 6M | +48.2% | +2.2% | +46.0% | +45.8% |
| YTD | +88.6% | +25.9% | +62.7% | +70.3% |
| 1Y | +94.8% | +20.1% | +74.6% | +78.5% |
| 3Y | +202.7% | +12.4% | +190.3% | +180.9% |
| All | +232.1% | +11.0% | +221.1% | +192.5% |
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