+388.5%
HPE vs PAAS
+207.5%
+181.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.2% |
| 7D | +13.6% | -7.0% | +20.6% | +14.4% |
| 30D | -27.1% | -15.3% | -11.8% | -25.9% |
| 3M | -14.5% | -27.7% | +13.3% | -11.8% |
| 6M | +66.9% | -40.5% | +107.4% | +75.0% |
| YTD | +111.3% | -26.5% | +137.8% | +116.1% |
| 1Y | +117.5% | -0.8% | +118.2% | +116.5% |
| 3Y | +238.1% | +196.9% | +41.1% | +203.6% |
| 5Y | +292.4% | +49.2% | +243.2% | +262.9% |
| All | +388.5% | +207.5% | +181.0% | +342.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling