+621.7%
HPE vs PAAS
+605.1%
+16.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -4.2% |
| 7D | -0.6% | -2.9% | +2.3% | -0.3% |
| 30D | -2.3% | +6.8% | -9.1% | -3.1% |
| 3M | -2.9% | -2.9% | 0.0% | -2.8% |
| 6M | +143.6% | -16.4% | +160.0% | +146.2% |
| YTD | +118.5% | 0.0% | +118.5% | +116.7% |
| 1Y | +129.2% | +54.3% | +74.9% | +117.9% |
| 3Y | +212.5% | +230.7% | -18.2% | +174.4% |
| 5Y | +286.9% | +111.6% | +175.3% | +245.5% |
| 10Y | +432.3% | +211.7% | +220.6% | +356.2% |
| All | +621.7% | +605.1% | +16.7% | +443.1% |
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 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