+563.1%
HPE vs PBR
+697.0%
-133.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.8% | +13.3% | +12.6% |
| 7D | +19.4% | +5.4% | +14.0% | +17.9% |
| 30D | +5.6% | +22.9% | -17.3% | +0.3% |
| 3M | +33.1% | +19.6% | +13.4% | +26.8% |
| 6M | +192.5% | +16.5% | +176.0% | +179.0% |
| YTD | +160.9% | +86.7% | +74.3% | +120.7% |
| 1Y | +155.0% | +74.7% | +80.2% | +118.5% |
| 3Y | +289.4% | +102.6% | +186.8% | +215.9% |
| 5Y | +395.7% | +566.6% | -170.9% | +178.5% |
| All | +563.1% | +697.0% | -133.9% | +220.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling