+276.2%
HPE vs APH
+289.4%
-13.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -2.7% |
| 7D | +7.9% | +4.9% | +3.0% | +4.7% |
| 30D | -23.5% | -5.4% | -18.1% | -20.7% |
| 3M | -19.1% | -5.5% | -13.6% | -15.8% |
| 6M | +51.4% | +25.9% | +25.5% | +33.9% |
| YTD | +103.4% | +16.4% | +87.1% | +77.0% |
| 1Y | +114.4% | +16.5% | +97.9% | +85.4% |
| 3Y | +224.7% | +270.9% | -46.2% | +12.7% |
| All | +276.2% | +289.4% | -13.1% | +22.0% |
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