+243.6%
HPE vs PL
+45.6%
+198.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -9.7% | +5.6% | -15.4% | -10.4% |
| 30D | -34.8% | -16.9% | -17.8% | -33.2% |
| 3M | -12.1% | -38.2% | +26.1% | -6.9% |
| 6M | +53.7% | -63.4% | +117.2% | +71.4% |
| YTD | +101.9% | -27.6% | +129.6% | +105.3% |
| 1Y | +104.3% | +6.6% | +97.8% | +96.8% |
| 3Y | +223.1% | +557.6% | -334.6% | +134.1% |
| 5Y | +249.2% | +39.5% | +209.7% | +176.6% |
| All | +243.6% | +45.6% | +198.0% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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