+621.7%
HPE vs APD
+206.8%
+414.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.0% |
| 7D | -0.6% | -2.2% | +1.6% | +0.5% |
| 30D | -2.3% | +2.1% | -4.4% | -3.5% |
| 3M | -2.9% | +7.2% | -10.0% | -7.1% |
| 6M | +143.6% | +11.2% | +132.3% | +127.8% |
| YTD | +118.5% | +24.4% | +94.1% | +91.7% |
| 1Y | +129.2% | +6.7% | +122.5% | +116.5% |
| 3Y | +212.5% | +9.2% | +203.3% | +182.2% |
| 5Y | +286.9% | +27.4% | +259.5% | +209.4% |
| 10Y | +432.3% | +164.8% | +267.5% | +141.3% |
| All | +621.7% | +206.8% | +414.9% | +186.9% |
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