+314.7%
HPE vs PINS
-20.9%
+335.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.7% | -9.0% | -6.6% |
| 7D | +1.4% | -9.9% | +11.4% | +2.8% |
| 30D | +1.5% | -20.9% | +22.5% | +4.8% |
| 3M | +21.7% | -13.7% | +35.5% | +23.5% |
| 6M | +164.2% | -3.0% | +167.2% | +161.9% |
| YTD | +132.1% | -27.5% | +159.5% | +139.3% |
| 1Y | +130.6% | -46.8% | +177.4% | +148.7% |
| 3Y | +244.1% | -31.8% | +276.0% | +250.3% |
| 5Y | +340.8% | -65.4% | +406.2% | +367.7% |
| All | +314.7% | -20.9% | +335.6% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 10y: compounded portfolio wealth divided by compounded PINS 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…
10y analysis · Full analysis span regression · 6 months rolling