+597.9%
HPE vs PH
+1,035.7%
-437.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.8% |
| 7D | +13.6% | +7.4% | +6.2% | +8.8% |
| 30D | -27.1% | +0.5% | -27.6% | -27.3% |
| 3M | -14.5% | -10.2% | -4.2% | -8.4% |
| 6M | +66.9% | +8.9% | +58.0% | +57.9% |
| YTD | +111.3% | +9.7% | +101.7% | +97.7% |
| 1Y | +117.5% | +12.8% | +104.7% | +99.9% |
| 3Y | +238.1% | +134.6% | +103.5% | +96.4% |
| 5Y | +292.4% | +204.5% | +87.9% | +90.4% |
| 10Y | +389.3% | +697.5% | -308.2% | +22.6% |
| All | +597.9% | +1,035.7% | -437.8% | +31.7% |
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