+362.8%
HPE vs PH
+251.4%
+111.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.5% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +7.7% | -10.3% | +18.0% | +15.4% |
| 3M | +22.4% | +5.1% | +17.3% | +18.3% |
| 6M | +172.6% | +2.3% | +170.3% | +165.3% |
| YTD | +147.5% | +8.7% | +138.8% | +131.5% |
| 1Y | +151.8% | +26.8% | +125.0% | +111.6% |
| 3Y | +267.1% | +139.2% | +127.9% | +104.7% |
| 5Y | +362.8% | +251.1% | +111.7% | +93.1% |
| All | +362.8% | +251.4% | +111.3% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling