+232.1%
HPE vs APH
+280.5%
-48.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | -1.1% |
| 7D | -18.7% | -5.9% | -12.8% | -15.5% |
| 30D | -37.9% | -14.8% | -23.1% | -31.4% |
| 3M | -14.4% | -12.4% | -2.0% | -6.8% |
| 6M | +48.2% | +8.1% | +40.2% | +42.3% |
| YTD | +88.6% | +10.9% | +77.7% | +69.1% |
| 1Y | +94.8% | +8.8% | +86.0% | +76.0% |
| 3Y | +202.7% | +262.1% | -59.4% | +7.2% |
| All | +232.1% | +280.5% | -48.4% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling