+225.0%
HPE vs P
+155.2%
+69.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -5.0% |
| 7D | -0.6% | +6.5% | -7.1% | -2.9% |
| 30D | -2.3% | +18.8% | -21.1% | -9.0% |
| 3M | -2.9% | +26.7% | -29.6% | -11.7% |
| 6M | +143.6% | +62.2% | +81.4% | +102.1% |
| YTD | +118.5% | +48.5% | +70.0% | +85.1% |
| 1Y | +129.2% | +26.4% | +102.8% | +98.0% |
| All | +225.0% | +155.2% | +69.8% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling