+155.0%
HPE vs APH
+42.2%
+112.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.6% | +7.9% | +10.9% |
| 7D | +19.4% | +1.4% | +18.0% | +18.9% |
| 30D | +5.6% | -1.2% | +6.9% | +5.9% |
| 3M | +33.1% | +10.3% | +22.8% | +29.6% |
| 6M | +192.5% | +25.2% | +167.3% | +174.7% |
| YTD | +160.9% | +24.6% | +136.3% | +134.0% |
| 1Y | +155.0% | +41.4% | +113.5% | +116.9% |
| All | +155.0% | +42.2% | +112.8% | +116.9% |
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