+522.9%
HPE vs APH
+1,143.9%
-620.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | -1.5% |
| 7D | -18.7% | -5.9% | -12.8% | -15.0% |
| 30D | -37.9% | -14.8% | -23.1% | -30.2% |
| 3M | -14.4% | -12.4% | -2.0% | -5.6% |
| 6M | +48.2% | +8.1% | +40.2% | +39.7% |
| YTD | +88.6% | +10.9% | +77.7% | +64.6% |
| 1Y | +94.8% | +8.8% | +86.0% | +71.3% |
| 3Y | +202.7% | +262.1% | -59.4% | -4.2% |
| 5Y | +231.6% | +283.1% | -51.5% | -1.4% |
| 10Y | +361.9% | +908.1% | -546.2% | -45.4% |
| All | +522.9% | +1,143.9% | -620.9% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling