+292.4%
HPE vs PL
+33.5%
+258.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.2% |
| 7D | +13.6% | +22.3% | -8.7% | +10.5% |
| 30D | -27.1% | -8.3% | -18.8% | -26.2% |
| 3M | -14.5% | -43.3% | +28.8% | -8.4% |
| 6M | +66.9% | -65.8% | +132.8% | +87.7% |
| YTD | +111.3% | -29.5% | +140.8% | +115.6% |
| 1Y | +117.5% | +11.7% | +105.7% | +108.3% |
| 3Y | +238.1% | +540.6% | -302.5% | +145.8% |
| 5Y | +292.4% | +32.9% | +259.5% | +213.5% |
| All | +292.4% | +33.5% | +258.9% | +213.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling