+522.9%
HPE vs APD
+210.5%
+312.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.1% |
| 7D | -18.7% | -3.7% | -15.1% | -17.2% |
| 30D | -37.9% | +9.6% | -47.5% | -40.8% |
| 3M | -14.4% | +1.6% | -16.0% | -15.5% |
| 6M | +48.2% | +2.2% | +46.0% | +44.5% |
| YTD | +88.6% | +25.9% | +62.7% | +63.8% |
| 1Y | +94.8% | +20.1% | +74.6% | +72.3% |
| 3Y | +202.7% | +12.4% | +190.3% | +168.2% |
| 5Y | +231.6% | +11.1% | +220.5% | +189.4% |
| 10Y | +361.9% | +190.1% | +171.8% | +94.4% |
| All | +522.9% | +210.5% | +312.5% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling