+621.7%
HPE vs PH
+1,041.2%
-419.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -0.6% | -3.1% | +2.5% | +1.4% |
| 30D | -2.3% | -3.2% | +1.0% | -0.5% |
| 3M | -2.9% | +10.6% | -13.4% | -9.0% |
| 6M | +143.6% | -2.1% | +145.7% | +144.0% |
| YTD | +118.5% | +10.2% | +108.3% | +103.5% |
| 1Y | +129.2% | +28.2% | +101.0% | +93.4% |
| 3Y | +212.5% | +134.9% | +77.6% | +80.1% |
| 5Y | +286.9% | +253.6% | +33.3% | +70.6% |
| 10Y | +432.3% | +804.7% | -372.4% | +21.2% |
| All | +621.7% | +1,041.2% | -419.5% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling