+298.8%
HPE vs APH
+350.9%
-52.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.3% | -5.0% |
| 7D | -0.6% | +5.0% | -5.6% | -3.4% |
| 30D | -2.3% | -3.9% | +1.6% | -0.3% |
| 3M | -2.9% | +13.0% | -15.8% | -9.7% |
| 6M | +143.6% | +25.2% | +118.4% | +110.8% |
| YTD | +118.5% | +22.9% | +95.6% | +82.8% |
| 1Y | +129.2% | +47.8% | +81.4% | +65.7% |
| 3Y | +212.5% | +283.0% | -70.5% | +8.2% |
| All | +298.8% | +350.9% | -52.1% | +18.0% |
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