+599.2%
HPE vs PAAS
+440.3%
+158.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.0% |
| 7D | +0.3% | -5.2% | +5.5% | +0.9% |
| 30D | -28.6% | -13.9% | -14.6% | -27.5% |
| 3M | -7.4% | -23.8% | +16.4% | -4.9% |
| 6M | +63.7% | -36.4% | +100.1% | +70.5% |
| YTD | +111.7% | -23.4% | +135.1% | +115.6% |
| 1Y | +123.5% | +5.6% | +117.8% | +121.0% |
| 3Y | +238.7% | +209.7% | +29.0% | +201.2% |
| 5Y | +261.0% | +55.6% | +205.5% | +232.1% |
| 10Y | +390.2% | +212.2% | +178.0% | +320.3% |
| All | +599.2% | +440.3% | +158.9% | +440.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling