+372.4%
HPE vs APH
+938.3%
-565.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.5% |
| 7D | -9.7% | -5.0% | -4.7% | -6.3% |
| 30D | -34.8% | -8.4% | -26.4% | -30.5% |
| 3M | -12.1% | -4.5% | -7.6% | -8.8% |
| 6M | +53.7% | +25.3% | +28.4% | +31.8% |
| YTD | +101.9% | +18.9% | +83.0% | +68.6% |
| 1Y | +104.3% | +11.9% | +92.4% | +77.6% |
| 3Y | +223.1% | +278.0% | -54.9% | +2.3% |
| 5Y | +249.2% | +306.4% | -57.2% | +2.7% |
| 10Y | +372.4% | +955.2% | -582.7% | -36.6% |
| All | +372.4% | +938.3% | -565.9% | -36.6% |
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