+104.3%
HPE vs APH
+14.0%
+90.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.3% |
| 7D | -9.7% | -5.0% | -4.7% | -7.6% |
| 30D | -34.8% | -8.4% | -26.4% | -32.2% |
| 3M | -12.1% | -4.5% | -7.6% | -10.0% |
| 6M | +53.7% | +25.3% | +28.4% | +48.4% |
| YTD | +101.9% | +18.9% | +83.0% | +84.4% |
| 1Y | +104.3% | +11.9% | +92.4% | +91.1% |
| All | +104.3% | +14.0% | +90.3% | +91.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling