+224.7%
HPE vs PH
+135.5%
+89.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +7.9% | +4.3% | +3.5% | +4.9% |
| 30D | -23.5% | +0.1% | -23.6% | -23.6% |
| 3M | -19.1% | -9.4% | -9.7% | -13.7% |
| 6M | +51.4% | +8.8% | +42.6% | +42.8% |
| YTD | +103.4% | +9.6% | +93.8% | +88.9% |
| 1Y | +114.4% | +14.4% | +99.9% | +93.0% |
| 3Y | +224.7% | +134.5% | +90.1% | +77.6% |
| All | +224.7% | +135.5% | +89.2% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling