+495.9%
HPE vs APH
+1,046.9%
-551.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.2% | +9.0% | +8.6% |
| 7D | +10.1% | +0.2% | +9.9% | +9.9% |
| 30D | +5.3% | -3.3% | +8.6% | +7.4% |
| 3M | +12.7% | +14.0% | -1.4% | +2.1% |
| 6M | +167.7% | +24.4% | +143.2% | +125.2% |
| YTD | +135.5% | +21.4% | +114.0% | +92.1% |
| 1Y | +143.4% | +48.9% | +94.5% | +66.8% |
| 3Y | +249.2% | +290.1% | -40.9% | +6.9% |
| 5Y | +343.8% | +352.8% | -9.0% | +18.1% |
| 10Y | +495.9% | +1,041.3% | -545.4% | -28.6% |
| All | +495.9% | +1,046.9% | -551.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling