+116.4%
HPE vs PBR
+74.7%
+41.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.0% | +1.3% | -5.6% |
| 7D | -17.0% | -11.0% | -6.0% | -17.0% |
| 30D | -26.7% | -18.8% | -8.0% | -27.2% |
| 3M | -4.1% | +7.8% | -12.0% | -4.5% |
| 6M | +75.4% | -7.6% | +83.0% | +75.8% |
| YTD | +111.0% | +72.7% | +38.4% | +109.3% |
| 1Y | +116.4% | +72.9% | +43.5% | +114.1% |
| All | +116.4% | +74.7% | +41.7% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling