+202.7%
HPE vs PL
+455.3%
-252.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.4% | -9.0% | -0.1% |
| 7D | -18.7% | -6.8% | -11.9% | -17.8% |
| 30D | -37.9% | -29.3% | -8.6% | -34.8% |
| 3M | -14.4% | -44.8% | +30.4% | -7.4% |
| 6M | +48.2% | -68.4% | +116.6% | +69.8% |
| YTD | +88.6% | -36.4% | +125.0% | +95.8% |
| 1Y | +94.8% | +0.7% | +94.1% | +89.0% |
| 3Y | +202.7% | +455.3% | -252.6% | +111.4% |
| All | +202.7% | +455.3% | -252.6% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling