+621.7%
HPE vs P
+436.2%
+185.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.9% |
| 7D | -0.6% | +6.5% | -7.1% | -2.6% |
| 30D | -2.3% | +18.8% | -21.1% | -8.2% |
| 3M | -2.9% | +26.7% | -29.6% | -10.5% |
| 6M | +143.6% | +62.2% | +81.4% | +106.7% |
| YTD | +118.5% | +48.5% | +70.0% | +89.0% |
| 1Y | +129.2% | +26.4% | +102.8% | +103.1% |
| 3Y | +212.5% | +159.4% | +53.1% | +110.7% |
| 5Y | +286.9% | +275.8% | +11.1% | +125.5% |
| 10Y | +432.3% | +732.0% | -299.7% | +141.4% |
| All | +621.7% | +436.2% | +185.6% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling