+237.8%
HPE vs PL
+560.8%
-323.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.8% |
| 7D | +0.3% | +13.4% | -13.0% | -1.5% |
| 30D | -28.6% | -10.2% | -18.4% | -27.5% |
| 3M | -7.4% | -39.5% | +32.1% | -1.2% |
| 6M | +63.7% | -65.7% | +129.4% | +85.0% |
| YTD | +111.7% | -27.3% | +139.0% | +115.4% |
| 1Y | +123.5% | +15.0% | +108.5% | +112.5% |
| All | +237.8% | +560.8% | -323.0% | +133.9% |
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