+717.5%
HPE vs PBR
+1,409.3%
-691.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | +13.6% | +0.3% | +13.3% | +13.6% |
| 30D | +7.7% | +17.5% | -9.8% | +3.6% |
| 3M | +22.4% | +20.9% | +1.5% | +16.6% |
| 6M | +172.6% | +20.2% | +152.3% | +158.8% |
| YTD | +147.5% | +84.3% | +63.2% | +111.8% |
| 1Y | +151.8% | +77.1% | +74.7% | +116.8% |
| 3Y | +267.1% | +100.8% | +166.2% | +201.7% |
| 5Y | +362.8% | +556.1% | -193.4% | +171.0% |
| 10Y | +540.2% | +676.1% | -135.9% | +218.1% |
| All | +717.5% | +1,409.3% | -691.8% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling